Semigroups, Boundary Value Problems and Markov 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...
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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2014.
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| Edición: | 2nd ed |
| Colección: | Springer Monographs in Mathematics.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b32929602*spi |
Tabla de Contenidos:
- 1.Introduction and Main Results
- Part I Elements of Analysis
- 2.Elements of Probability Theory
- 3.Elements of Functional Analysis
- 4.Theory of Semigroups
- Part II Elements of Partial Differential Equations
- 5.Theory of Distributions
- 6.Sobolev and Besov Spaces
- 7.Theory of Pseudo-Differential Operators
- 8.Waldenfels Operators and Maximum Principles
- Part III Markov Processes, Semigroups and Boundary Value problems
- 9.Markov Processes, Transition Functions and Feller Semigroups
- 10.Feller Semigroups and Elliptic Boundary Value Problems
- 11.Proof of Theorem 1.3
- 12.Markov Processes Revisited
- 13.Concluding Remarks
- Appendix: Boundedness of Pseudo-Differential Operators
- References
- Index.
