Semigroups, Boundary Value Problems and Markov Processes

Name: Semigroups, Boundary Value Problems and Markov Processes
Brand: Springer Nature
SKU: 9783662436967
Availability: InStock

Semigroups, Boundary Value Problems and Markov Processes

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783662436967

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

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 elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it 'dies' at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $109.00 - $109.00

BEST PRICE

Single Product Purchase

$109.00

@ Link.springer.com BUY Now

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$109.00	$109.00			$109.00		See Site	In stock	Visit Store