ENGLISH

Diffusion Processes and Partial Differential Equations

By Kazuaki Taira

Book information

Publisher
Academic Press
Year
1988
ISBN
0126822204, 9780126822205
Language
english
Format
DJVU
Filesize
3 MB (2688588 bytes)
Pages
452\474
Scanned
yes
Time added
2017-05-18 06:49:37
Probability & Statistics;Applied;Mathematics;ScienUsed & Rental Textbooks;Specialty Boutique

Description

This book provides a careful and accessible exposition of functional analytic methods in stochastic analysis. It focuses on the relationship between Markov processes and elliptic boundary value problems and explores several recent developments in the theory of partial differential equations which have made further progress in the study of Markov processes possible. This book will have great appeal to both advanced students and researchers as an introduction to three interrelated subjects in analysis (Markov processes, semigroups, and elliptic boundary value problems), providing powerful methods for future research.

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