Boundary Value Problems and Markov Processes

2. Auflage 2009
ISBN: 978-3-642-01676-9
Verlag: Springer

Buch, Englisch, Band 1499, 192 Seiten, Book, Format (B × H): 155 mm x 235 mm, Gewicht: 660 g

Reihe: Lecture Notes in Mathematics

This is 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. It presents new developments in the theory of singular integrals.

Zielgruppe

Research

Autoren/Hrsg.

Taira, Kazuaki

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Mathematische Analysis Funktionalanalysis
• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

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.