On the existence of Feller semigroups with boundary conditions / Kazuaki Taira
Type de document : MonographieCollection : Memoirs of the American Mathematical Society, 475Langue : anglais.Pays: Etats Unis.Éditeur : Providence (R.I.) : American Mathematical Society, 1992Description : 1 vol. (VII-65 p.) ; 26 cmISBN: 9780821825358; 0821825356.ISSN: 0065-9266.Bibliographie : Bibliogr. p. 64-65.Sujet MSC : 47D07, Operator theory - Groups and semigroups of linear operators, their generalizations and applications, Markov semigroups and applications to diffusion processes35J25, PDEs - Elliptic equations and elliptic systems, Boundary value problems for second-order elliptic equations
47D03, Operator theory - Groups and semigroups of linear operators, their generalizations and applications, Groups and semigroups of linear operators
60J35, Probability theory and stochastic processes - Markov processes, Transition functions, generators and resolvents
60J60, Probability theory and stochastic processes - Markov processes, Diffusion processesEn-ligne : Sommaire
| Item type | Current library | Call number | Status | Date due | Barcode |
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Monographie
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CMI Salle 1 | Séries AMS (Browse shelf(Opens below)) | Available | 09191-01 |
Bibliogr. p. 64-65
This monograph provides a careful and accessible exposition of functional analytic methods in stochastic analysis. The author focuses on the relationship among three subjects in analysis: Markov processes, Feller semigroups, and elliptic boundary value problems. The approach here is distinguished by the author's extensive use of the theory of partial differential equations. Filling a mathematical gap between textbooks on Markov processes and recent developments in analysis, this work describes a powerful method capable of extensive further development. The book would be suitable as a textbook in a one-year, advanced graduate course on functional analysis and partial differential equations, with emphasis on their strong interrelations with probability theory. (Source : AMS)
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