Kazuaki Taira

(Author)

Semigroups, Boundary Value Problems and Markov Processes (2014)Hardcover - 2014, 19 August 2014

Semigroups, Boundary Value Problems and Markov Processes (2014)
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Part of Series
Springer Monographs in Mathematics
Print Length
716 pages
Language
English
Publisher
Springer
Date Published
19 Aug 2014
ISBN-10
3662436957
ISBN-13
9783662436950

Description

A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it 'dies' at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.

Product Details

Author:
Kazuaki Taira
Book Edition:
2014
Book Format:
Hardcover
Country of Origin:
NL
Date Published:
19 August 2014
Dimensions:
23.39 x 15.6 x 3.96 cm
Genre:
Science/Technology Aspects
ISBN-10:
3662436957
ISBN-13:
9783662436950
Language:
English
Location:
Berlin, Heidelberg
Pages:
716
Publisher:
Weight:
1202.02 gm

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