Boundary value problems and Markov processes
This volume is devoted to 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. Analytically, a Markovian particle in a domain of Euclidean space is governed by an inte...
Guardat en:
| Autor principal: | |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edició: | 2nd ed. 2009. |
| Col·lecció: | Lecture Notes in Mathematics
1499 |
| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Ouvrage dédié à la mémoire du Pr Kiyosi Itô (1915-2008) Description d'après consultation du 04 octobre 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Boundary Value Problems and Markov Processes, Texte imprimé, 9783642023712 • Boundary value problems and Markov processes, Kazuaki Taira, 2nd edition, 2009, Berlin, Springer, 1 vol. (XII-186 p.), Lecture notes in mathematics, 978-3-642-01676-9 |
Taula de continguts:
- and Main Results Semigroup Theory L Theory of Pseudo-Differential Operators L Approach to Elliptic Boundary Value Problems Proof of Theorem 1.1 A Priori Estimates Proof of Theorem 1.2 Proof of Theorem 1.3 - Part (i) Proof of Theorem 1.3, Part (ii) Application to Semilinear Initial-Boundary Value Problems Concluding Remarks