Boundary Value Problems and Markov Processes / Lecture Notes in Mathematics Bd.1499 (PDF)
(Sprache: Englisch)
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...
sofort als Download lieferbar
eBook (pdf)
Fr. 106.50
inkl. MwSt.
- Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Boundary Value Problems and Markov Processes / Lecture Notes in Mathematics Bd.1499 (PDF)“
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.
Bibliographische Angaben
- Autor: Kazuaki Taira
- 2006, 1991, 132 Seiten, Englisch
- Verlag: Springer Berlin Heidelberg
- ISBN-10: 3540466355
- ISBN-13: 9783540466352
- Erscheinungsdatum: 15.11.2006
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Grösse: 8.02 MB
- Ohne Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
Kommentar zu "Boundary Value Problems and Markov Processes / Lecture Notes in Mathematics Bd.1499"
0 Gebrauchte Artikel zu „Boundary Value Problems and Markov Processes / Lecture Notes in Mathematics Bd.1499“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Boundary Value Problems and Markov Processes / Lecture Notes in Mathematics Bd.1499".
Kommentar verfassen