Research Catalog
Boundary value problems and Markov processes
- Title
- Boundary value problems and Markov processes / Kazuaki Taira.
- Author
- Taira, Kazuaki
- Publication
- Berlin ; New York : Springer-Verlag, ©1991.
Items in the Library & Off-site
Filter by
1 Item
Status | Format | Access | Call Number | Item Location |
---|---|---|---|---|
Book/Text | Use in library | QA3 .L28 no.1499 | Off-site |
Details
- Description
- 132 pages : illustrations; 25 cm.
- 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.
- Series Statement
- Lecture notes in mathematics ; 1499
- Uniform Title
- Lecture notes in mathematics (Springer-Verlag) ; 1499.
- Subject
- Bibliography (note)
- Includes bibliographical references (p. [114]-115) and index.
- Additional Formats (note)
- Also available in an electronic version.
- Contents
- And results -- Semigroup theory -- L p theory of pseudo-differential operators -- L p approach to elliptic boundary value problems -- Proof of Theorem 1 -- A priori estimates -- Proof of Theorem 2 -- Proof of Theorem 3 -- Part (i) -- Proof of Theorem 3 -- Part (ii) -- Application to semilinear initial-boundary value problems.
- ISBN
- 354054996X
- 9783540549963
- 038754996X
- 9780387549965
- LCCN
- 92148286
- OCLC
- ocm25506795
- 25506795
- SCSB-1974322
- Owning Institutions
- Princeton University Library