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Boundary Value Problems and Markov Processes (Lecture Notes in Mathematics)
Boundary Value Problems and Markov Processes - Lecture Notes in Mathematics
Author: Kazuaki Taira
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 inclu...  more »
ISBN-13: 9780387549965
ISBN-10: 038754996X
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Publisher: Springer-Verlag
Book Type: Paperback
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