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Boundary value problems and Markov processes /

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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
Table of Contents:
  • 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.