Format:
1 Online-Ressource(XVII, 502 p. 150 illus.)
Edition:
Third edition
ISBN:
9783030487881
Series Statement:
Lecture Notes in Mathematics 1499
Content:
This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes. It brings these three fields of analysis together, providing a comprehensive study of Markov processes from a broad perspective. The material is carefully and effectively explained, resulting in a surprisingly readable account of the subject. The main focus is on a powerful method for future research in elliptic boundary value problems and Markov processes via semigroups, the Boutet de Monvel calculus. A broad spectrum of readers will easily appreciate the stochastic intuition that this edition conveys. In fact, the book will provide a solid foundation for both researchers and graduate students in pure and applied mathematics interested in functional analysis, partial differential equations, Markov processes and the theory of pseudo-differential operators, a modern version of the classical potential theory. .
Additional Edition:
ISBN 9783030487874
Additional Edition:
ISBN 9783030487898
Additional Edition:
Erscheint auch als Druck-Ausgabe Taira, Kazuaki, 1946 - Boundary value problems and Markov processes Cham, Switzerland : Springer, 2020 ISBN 9783030487874
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 9783030487898
Language:
English
Subjects:
Mathematics
Keywords:
Feller-Halbgruppe
;
Elliptischer Differentialoperator
;
Randwertproblem
;
Markov-Prozess
;
Semilineare parabolische Differentialgleichung
;
Anfangswertproblem
;
Randwertproblem
;
Differentialgleichung
;
Markov-Prozess
DOI:
10.1007/978-3-030-48788-1
Author information:
Taira, Kazuaki 1946-
