Overview

Focusing on the interrelations of the subjects of Markov processes, analytic semigroups and elliptic boundary value problems, this monograph provides an exposition of functional methods in stochastic analysis. The author studies a class of boundary value problems for second-order elliptic differential operators, and proves that this class 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.

Full Product Details

Author:   Kazuaki Tiara
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Volume:   v. 1499
Dimensions:   Width: 17.00cm , Height: 0.70cm , Length: 24.20cm
Weight:   0.213kg
ISBN:  

9783540549963

ISBN 10:   354054996
Pages:   141
Publication Date:   15 January 1992
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock  
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