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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Taira, Kazuaki (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edición:2nd ed. 2009.
Colección:Lecture Notes in Mathematics, 1499
Temas:
Mathematical analysis.
Differential equations.
Operator theory.
Probabilities.
Analysis.
Differential Equations.
Operator Theory.
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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