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Item Details
Title: ON THE EXISTENCE OF FELLER SEMIGROUPS WITH BOUNDARY CONDITIONS
By: Kazuaki Taira
Format: Paperback

List price: £27.95


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ISBN 10: 0821825356
ISBN 13: 9780821825358
Publisher: AMERICAN MATHEMATICAL SOCIETY
Pub. date: 15 September, 1992
Series: Memoirs of the American Mathematical Society No. 475
Pages: 65
Description: A monograph that covers functional analytic methods in stochastic analysis. It focuses on the relationship among three subjects in analysis: Markov processes, Feller semigroups, and elliptic boundary value problems. It presents an approach that is distinguished by the author's use of the theory of partial differential equations.
Synopsis: 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.
Publication: US
Imprint: American Mathematical Society
Returns: Returnable
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