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...

Full description

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:
Online Access:Connect to the full text of this electronic book

MARC

Tag First Indicator Second Indicator Subfields
LEADER 00000cam a2200000Ia 4500
001 in00003500421
006 m o d
007 cr unu||||||||
008 081209s1991 gw a ob 001 0 eng d
005 20260421170237.8
019 |a 623809174  |a 681276579 
020 |a 9783540466352 (electronic bk.) 
020 |a 3540466355 (electronic bk.) 
020 |z 354054996X 
020 |z 9783540549963 
020 |z 038754996X 
020 |z 9780387549965 
035 |a (OCoLC)277187002  |z (OCoLC)623809174  |z (OCoLC)681276579 
040 |a SPLNM  |b eng  |e pn  |c SPLNM  |d CUS  |d COO  |d I9W  |d OCLCO  |d GW5XE  |d OCLCE  |d OCLCF  |d OCLCQ  |d UtOrBLW 
042 |a dlr 
049 |a TXAM 
050 4 |a QA3  |b .L28 no. 1499, 1991  |a QA379 
082 0 4 |a 510 s  |a 515/.35  |2 20 
100 1 |a Taira, Kazuaki. 
245 1 0 |a Boundary value problems and Markov processes /  |c Kazuaki Taira. 
264 1 |a Berlin ;  |a New York :  |b Springer-Verlag,  |c [1991] 
264 4 |c ©1991 
300 |a 1 online resource (132 pages) :  |b illustrations. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
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. 
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 
500 |a Electronic resource. 
650 0 |a Boundary value problems. 
650 0 |a Differential equations, Elliptic. 
650 0 |a Markov processes. 
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 7 |a Electronic books.  |2 local 
710 2 |a SpringerLink (Online service) 
776 1 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://proxy.library.tamu.edu/login?url=https://link.springer.com/10.1007/BFb0092029  |z Connect to the full text of this electronic book  |t 0 
994 |a 92  |b TXA 
999 |a MARS 
999 f f |s 7852bef6-d2a8-3520-be13-2d5c0b9326a1  |i 81b17d5b-014c-3a3e-92e5-90f120d1c0a1  |t 0 
952 f f |a Texas A&M University  |b College Station  |c Electronic Resources  |s www_evans  |d Available Online  |t 0  |e QA3 .L28 no. 1499, 1991  |h Library of Congress classification 
998 f f |a QA3 .L28 no. 1499, 1991  |t 0  |l Available Online