Focussing on the interrelations of the subjects of Markov processes, analytic semigroups and elliptic boundary value problems, this monograph provides a careful and accessible exposition of functional methods in stochastic analysis. The author studies a class of boundary value problems for second-order elliptic differential operators which includes as particular cases the Dirichlet and Neumann problems, and proves that this class of boundary value problems provides a new example of analytic semigroups both in the Lp topology and in the topology of uniform convergence. As an application, one can construct analytic semigroups corresponding to the diffusion phenomenon of a Markovian particle moving continuously in the state space until it 'dies', at which time it reaches the set where the absorption phenomenon occurs. A class of initial-boundary value problems for semilinear parabolic differential equations is also considered. This monograph will appeal to both advanced students and researchers as an introduction to the three interrelated subjects in analysis, providing powerful methods for continuing research.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary conditions in probability theory. It presents new developments in the theory of singular integrals.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Softcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-03133 354054996X Sprache: Englisch Gewicht in Gramm: 550. N° de réf. du vendeur 2489032
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Etat : Sehr gut. Zustand: Sehr gut | Seiten: 144 | Sprache: Englisch | Produktart: Sonstiges. N° de réf. du vendeur 4438396/202
Quantité disponible : 1 disponible(s)
Vendeur : Buchpark, Trebbin, Allemagne
Etat : Gut. Zustand: Gut | Seiten: 144 | Sprache: Englisch | Produktart: Sonstiges. N° de réf. du vendeur 4438396/203
Quantité disponible : 1 disponible(s)