Boundary value problems and Markov processes /

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-or...

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Bibliographic Details

Main Author:	Taira, Kazuaki
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer-Verlag, [1991]
Series:	Lecture notes in mathematics (Springer-Verlag) ; 1499.
Subjects:	Boundary value problems. Differential equations, Elliptic. Markov processes. Équations différentielles elliptiques. Problèmes aux limites. Semi-groupes. Markov, Processus de. Elliptisches Randwertproblem. Markov-Prozess. Randwertproblem. Electronic books.
Online Access:	Connect to the full text of this electronic book