Boundary Value Problems and Markov Processes - Couverture souple

Tiara, Kazuaki

Couverture souple

ISBN 10 : 354054996X ISBN 13 : 9783540549963

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1992

Synopsis

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.

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 1992
• Langue: anglais
• ISBN 10: 354054996X
• ISBN 13: 9783540549963
• Reliure: Broché
• Nombre de pages: 141
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible