Semigroups, Boundary Value Problems and Markov Processes

Nonfiction, Science & Nature, Mathematics, Functional Analysis, Mathematical Analysis
Cover of the book Semigroups, Boundary Value Problems and Markov Processes by Kazuaki Taira, Springer Berlin Heidelberg
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Kazuaki Taira ISBN: 9783662436967
Publisher: Springer Berlin Heidelberg Publication: August 7, 2014
Imprint: Springer Language: English
Author: Kazuaki Taira
ISBN: 9783662436967
Publisher: Springer Berlin Heidelberg
Publication: August 7, 2014
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer Berlin Heidelberg

Cover of the book Craniofacial Surgery by Kazuaki Taira
Cover of the book Mediators of Sepsis by Kazuaki Taira
Cover of the book Proceedings of the 8th International Symposium on Heating, Ventilation and Air Conditioning by Kazuaki Taira
Cover of the book Heavy Metals in the Brain by Kazuaki Taira
Cover of the book Leading Pharmaceutical Operational Excellence by Kazuaki Taira
Cover of the book Pattern Formation in Morphogenesis by Kazuaki Taira
Cover of the book Third World Diseases by Kazuaki Taira
Cover of the book Single-Sided NMR by Kazuaki Taira
Cover of the book A Primer on Scientific Programming with Python by Kazuaki Taira
Cover of the book CSR und Geschäftsmodelle by Kazuaki Taira
Cover of the book Financial Cryptography and Data Security by Kazuaki Taira
Cover of the book Photographic Atlas of an Accretionary Prism by Kazuaki Taira
Cover of the book Hypnose wirkt! by Kazuaki Taira
Cover of the book Energie – Wie verschwendet man etwas, das nicht weniger werden kann? by Kazuaki Taira
Cover of the book Development of Innovative Drugs via Modeling with MATLAB by Kazuaki Taira
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy