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Diffusion Processes and Partial Differential Equations
Diffusion Processes and Partial Differential Equations
Author: Kazuaki Taira
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...  more »
ISBN-13: 9780126822205
ISBN-10: 0126822204
Publication Date: 7/28/1988
Pages: 452
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Publisher: Academic Press
Book Type: Hardcover
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