Boundary Value Problems and Markov Processes [electronic resource] /
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.
Main Authors: | , |
---|---|
Format: | Texto biblioteca |
Language: | eng |
Published: |
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,
1991
|
Subjects: | Mathematics., Mathematical analysis., Analysis (Mathematics)., Probabilities., Analysis., Probability Theory and Stochastic Processes., |
Online Access: | http://dx.doi.org/10.1007/BFb0092029 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
KOHA-OAI-TEST:223099 |
---|---|
record_format |
koha |
spelling |
KOHA-OAI-TEST:2230992018-07-31T00:01:56ZBoundary Value Problems and Markov Processes [electronic resource] / Taira, Kazuaki. author. SpringerLink (Online service) textBerlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,1991.engFocussing 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.and results -- Semigroup theory -- L p theory of pseudo-differential operators -- L p approach to elliptic boundary value problems -- Proof of Theorem 1 -- A priori estimates -- Proof of Theorem 2 -- Proof of Theorem 3 - Part (i) -- Proof of Theorem 3 - Part (ii) -- Application to semilinear initial-boundary value problems.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.Mathematics.Mathematical analysis.Analysis (Mathematics).Probabilities.Mathematics.Analysis.Probability Theory and Stochastic Processes.Springer eBookshttp://dx.doi.org/10.1007/BFb0092029URN:ISBN:9783540466352 |
institution |
COLPOS |
collection |
Koha |
country |
México |
countrycode |
MX |
component |
Bibliográfico |
access |
En linea En linea |
databasecode |
cat-colpos |
tag |
biblioteca |
region |
America del Norte |
libraryname |
Departamento de documentación y biblioteca de COLPOS |
language |
eng |
topic |
Mathematics. Mathematical analysis. Analysis (Mathematics). Probabilities. Mathematics. Analysis. Probability Theory and Stochastic Processes. Mathematics. Mathematical analysis. Analysis (Mathematics). Probabilities. Mathematics. Analysis. Probability Theory and Stochastic Processes. |
spellingShingle |
Mathematics. Mathematical analysis. Analysis (Mathematics). Probabilities. Mathematics. Analysis. Probability Theory and Stochastic Processes. Mathematics. Mathematical analysis. Analysis (Mathematics). Probabilities. Mathematics. Analysis. Probability Theory and Stochastic Processes. Taira, Kazuaki. author. SpringerLink (Online service) Boundary Value Problems and Markov Processes [electronic resource] / |
description |
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. |
format |
Texto |
topic_facet |
Mathematics. Mathematical analysis. Analysis (Mathematics). Probabilities. Mathematics. Analysis. Probability Theory and Stochastic Processes. |
author |
Taira, Kazuaki. author. SpringerLink (Online service) |
author_facet |
Taira, Kazuaki. author. SpringerLink (Online service) |
author_sort |
Taira, Kazuaki. author. |
title |
Boundary Value Problems and Markov Processes [electronic resource] / |
title_short |
Boundary Value Problems and Markov Processes [electronic resource] / |
title_full |
Boundary Value Problems and Markov Processes [electronic resource] / |
title_fullStr |
Boundary Value Problems and Markov Processes [electronic resource] / |
title_full_unstemmed |
Boundary Value Problems and Markov Processes [electronic resource] / |
title_sort |
boundary value problems and markov processes [electronic resource] / |
publisher |
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, |
publishDate |
1991 |
url |
http://dx.doi.org/10.1007/BFb0092029 |
work_keys_str_mv |
AT tairakazuakiauthor boundaryvalueproblemsandmarkovprocesseselectronicresource AT springerlinkonlineservice boundaryvalueproblemsandmarkovprocesseselectronicresource |
_version_ |
1756270527963463680 |