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Diffusion Processes and Partial Differential Equations

โœ Scribed by Kazuaki Taira

Publisher
Academic Press
Year
1988
Tongue
English
Leaves
474
Category
Library
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โœฆ Synopsis

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.

โœฆ Subjects

Probability & Statistics;Applied;Mathematics;Science & Math;Statistics;Mathematics;Science & Mathematics;New, Used & Rental Textbooks;Specialty Boutique

๐Ÿ“œ SIMILAR VOLUMES

Diffusions, superdiffusions, and partial
๐Ÿ“ Diffusions, superdiffusions, and partial differential equations
โœ E. B. Dynkin ๐Ÿ“‚ Library ๐Ÿ“… 2002 ๐Ÿ› American Mathematical Society ๐ŸŒ English

Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for both probability theory and analysis. At the beginning, mostly analytic results were used by probabilists. More recently, analysts (and physicis