Boundary value problems and Markov processes : functional analysis methods for Markov processes /

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Bibliographic Details
Author / Creator:Taira, Kazuaki.
Edition:3rd ed.
Imprint:Cham : Springer, 2020.
Description:1 online resource (502 p.).
Language:English
Series:Lecture notes in mathematics ; v.1499
Lecture notes in mathematics (Springer-Verlag) ; v .1499.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12606355
Hidden Bibliographic Details
ISBN:9783030487881
3030487881
9783030487874
3030487873
9783030487874
9783030487898
303048789X
Digital file characteristics:text file PDF
Notes:Description based upon print version of record.
Includes bibliographical references and index.
Summary:This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes. It brings these three fields of analysis together, providing a comprehensive study of Markov processes from a broad perspective. The material is carefully and effectively explained, resulting in a surprisingly readable account of the subject. The main focus is on a powerful method for future research in elliptic boundary value problems and Markov processes via semigroups, the Boutet de Monvel calculus. A broad spectrum of readers will easily appreciate the stochastic intuition that this edition conveys. In fact, the book will provide a solid foundation for both researchers and graduate students in pure and applied mathematics interested in functional analysis, partial differential equations, Markov processes and the theory of pseudo-differential operators, a modern version of the classical potential theory.
Other form:Print version: Taira, Kazuaki Boundary Value Problems and Markov Processes : Functional Analysis Methods for Markov Processes Cham : Springer International Publishing AG,c2020 9783030487874
Standard no.:10.1007/978-3-030-48788-1
10.1007/978-3-030-48