Boundary value problems and Markov processes /

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Bibliographic Details
Author / Creator:Taira, Kazuaki.
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
Hidden Bibliographic Details
ISBN:9783540466352
3540466355
354054996X
9783540549963
038754996X
9780387549965
Notes:Includes bibliographical references (pages 114-115) and index.
Restrictions unspecified
Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010.
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. http://purl.oclc.org/DLF/benchrepro0212
digitized 2010 HathiTrust Digital Library committed to preserve
Summary: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.
Other form:Print version: Taira, Kazuaki. Boundary value problems and Markov processes. Berlin ; New York : Springer-Verlag, ©1991 354054996X
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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. 
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