Boundary value problems and Markov processes /
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Author / Creator: | Taira, Kazuaki. |
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Imprint: | Berlin ; New York : Springer-Verlag, ©1991. |
Description: | 1 online resource (132 pages) : illustrations. |
Language: | English |
Series: | Lecture notes in mathematics, 0075-8434 ; 1499 Lecture notes in mathematics (Springer-Verlag) ; 1499. |
Subject: | Boundary value problems. Differential equations, Elliptic. Markov processes. Équations différentielles elliptiques. Problèmes aux limites. Semi-groupes. Markov, Processus de. Boundary value problems. Differential equations, Elliptic. Markov processes. Elliptisches Randwertproblem. Markov-Prozess. Randwertproblem. Electronic books. |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11069774 |
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100 | 1 | |a Taira, Kazuaki. |0 http://id.loc.gov/authorities/names/n86062376 |1 http://viaf.org/viaf/12381926 | |
245 | 1 | 0 | |a Boundary value problems and Markov processes / |c Kazuaki Taira. |
260 | |a Berlin ; |a New York : |b Springer-Verlag, |c ©1991. | ||
300 | |a 1 online resource (132 pages) : |b illustrations. | ||
336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
337 | |a computer |b c |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/c | ||
338 | |a online resource |b cr |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/cr | ||
490 | 1 | |a Lecture notes in mathematics, |x 0075-8434 ; |v 1499 | |
504 | |a Includes bibliographical references (pages 114-115) and index. | ||
520 | |a 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. | ||
505 | 0 | |a 1 Semigroup Theory -- 2 Lp Theory of Pseudo-Differential Operators -- 3 Lp Approach to Elliptic Boundary Value Problems -- 4 Proof of Theorem 1 -- 5 A Priori Estimates -- 6 Proof of Theorem 2 -- 7 Proof of Theorem 3, Part (i) -- 8 Proof of Theorem 3, Part (ii) -- 9 Application to Semilinear Initial-Boundary Value Problems. | |
506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
533 | |a Electronic reproduction. |b [S.l.] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
650 | 0 | |a Boundary value problems. |0 http://id.loc.gov/authorities/subjects/sh85016102 | |
650 | 0 | |a Differential equations, Elliptic. |0 http://id.loc.gov/authorities/subjects/sh85037895 | |
650 | 0 | |a Markov processes. |0 http://id.loc.gov/authorities/subjects/sh85081369 | |
650 | 6 | |a Équations différentielles elliptiques. | |
650 | 6 | |a Problèmes aux limites. | |
650 | 6 | |a Semi-groupes. | |
650 | 6 | |a Markov, Processus de. | |
650 | 7 | |a Boundary value problems. |2 fast |0 (OCoLC)fst00837122 | |
650 | 7 | |a Differential equations, Elliptic. |2 fast |0 (OCoLC)fst00893458 | |
650 | 7 | |a Markov processes. |2 fast |0 (OCoLC)fst01010347 | |
650 | 0 | 7 | |a Elliptisches Randwertproblem. |2 swd |
650 | 0 | 7 | |a Markov-Prozess. |2 swd |
650 | 0 | 7 | |a Randwertproblem. |2 swd |
655 | 4 | |a Electronic books. | |
776 | 0 | 8 | |i Print version: |a Taira, Kazuaki. |t Boundary value problems and Markov processes. |d Berlin ; New York : Springer-Verlag, ©1991 |z 354054996X |w (DLC) 92148286 |w (OCoLC)25506795 |
830 | 0 | |a Lecture notes in mathematics (Springer-Verlag) ; |v 1499. | |
856 | 4 | 0 | |u http://link.springer.com/10.1007/BFb0092029 |y SpringerLink |
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928 | |t Library of Congress classification |a QA3 .L28 no. 1499, 1991 |l Online |c UC-FullText |u http://link.springer.com/10.1007/BFb0092029 |z SpringerLink |g ebooks |i 9877820 |