Boundary Value Problems and Markov Processes
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-or...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| سلاسل: | Lecture notes in mathematics
1499 |
| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
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, Kazuaki Taira, 1991, Berlin, Springer-Verlag, 1 vol. (132 p.), Lecture notes in mathematics, 3-540-54996-X • Boundary Value Problems and Markov Processes, Texte imprimé, 9783642016783 |
| الملخص: | 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. |
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| وصف المادة: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ردمك: | 9783540466352 (PDF) |
| تدمد: | 1617-9692 |
| وصول: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |