Semigroups, Boundary Value Problems and Markov Processes

• Main Author: Taira, Kazuaki (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
• Edition: 2nd ed. 2014.
• Series: Springer Monographs in Mathematics,
• Subjects: Mathematics.; Harmonic analysis.; Functional analysis.; Partial differential equations.; Probabilities.; Functional Analysis.; Abstract Harmonic Analysis.; Partial Differential Equations.; Probability Theory and Stochastic Processes.

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 ellipt...