Semigroups, boundary value problems and Markov processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2014
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Springer monographs in mathematics
|
| Schlagworte: | |
| Online-Zugang: | BTU01 FRO01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9783662436950 9783662436967 |
| DOI: | 10.1007/978-3-662-43696-7 |
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Datensatz im Suchindex
| _version_ | 1804152537139380224 |
|---|---|
| adam_text | SEMIGROUPS, BOUNDARY VALUE PROBLEMS AND MARKOV PROCESSES
/ TAIRA, KAZUAKI
: 2014
TABLE OF CONTENTS / INHALTSVERZEICHNIS
1.INTRODUCTION AND MAIN RESULTS
PART I ELEMENTS OF ANALYSIS
2.ELEMENTS OF PROBABILITY THEORY
3.ELEMENTS OF FUNCTIONAL ANALYSIS
4.THEORY OF SEMIGROUPS
PART II ELEMENTS OF PARTIAL DIFFERENTIAL EQUATIONS
5.THEORY OF DISTRIBUTIONS
6.SOBOLEV AND BESOV SPACES
7.THEORY OF PSEUDO-DIFFERENTIAL OPERATORS
8.WALDENFELS OPERATORS AND MAXIMUM PRINCIPLES
PART III MARKOV PROCESSES, SEMIGROUPS AND BOUNDARY VALUE PROBLEMS
9.MARKOV PROCESSES, TRANSITION FUNCTIONS AND FELLER SEMIGROUPS
10.FELLER SEMIGROUPS AND ELLIPTIC BOUNDARY VALUE PROBLEMS
11.PROOF OF THEOREM 1.3
12.MARKOV PROCESSES REVISITED
13.CONCLUDING REMARKS
APPENDIX: BOUNDEDNESS OF PSEUDO-DIFFERENTIAL OPERATORS
REFERENCES
INDEX
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
SEMIGROUPS, BOUNDARY VALUE PROBLEMS AND MARKOV PROCESSES
/ TAIRA, KAZUAKI
: 2014
ABSTRACT / INHALTSTEXT
A CAREFUL AND ACCESSIBLE EXPOSITION OF FUNCTIONAL ANALYTIC METHODS IN
STOCHASTIC ANALYSIS IS PROVIDED IN THIS BOOK. IT FOCUSES ON THE
INTERRELATIONSHIP BETWEEN THREE SUBJECTS IN ANALYSIS: MARKOV PROCESSES,
SEMI GROUPS AND ELLIPTIC BOUNDARY VALUE PROBLEMS. THE AUTHOR STUDIES A
GENERAL CLASS OF ELLIPTIC BOUNDARY VALUE PROBLEMS FOR SECOND-ORDER,
WALDENFELS INTEGRO-DIFFERENTIAL OPERATORS IN PARTIAL DIFFERENTIAL
EQUATIONS AND PROVES THAT THIS CLASS OF ELLIPTIC BOUNDARY VALUE PROBLEMS
PROVIDES A GENERAL CLASS OF FELLER SEMIGROUPS IN FUNCTIONAL ANALYSIS. AS
AN APPLICATION, THE AUTHOR CONSTRUCTS A GENERAL CLASS OF MARKOV
PROCESSES IN PROBABILITY IN WHICH A MARKOVIAN PARTICLE MOVES BOTH BY
JUMPS AND CONTINUOUSLY IN THE STATE SPACE UNTIL IT DIES AT THE TIME
WHEN IT REACHES THE SET WHERE THE PARTICLE IS DEFINITELY ABSORBED.
AUGMENTING THE 1ST EDITION PUBLISHED IN 2004, THIS EDITION INCLUDES FOUR
NEW CHAPTERS AND EIGHT RE-WORKED AND EXPANDED CHAPTERS. IT IS AMPLY
ILLUSTRATED AND ALL CHAPTERS ARE ROUNDED OFF WITH NOTES AND COMMENTS
WHERE BIBLIOGRAPHICAL REFERENCES ARE PRIMARILY DISCUSSED. THANKS TO THE
KIND FEEDBACK FROM MANY READERS, SOME ERRORS IN THE FIRST EDITION HAVE
BEEN CORRECTED. IN ORDER TO KEEP THE BOOK UP-TO-DATE, NEW REFERENCES
HAVE BEEN ADDED TO THE BIBLIOGRAPHY. RESEARCHERS AND GRADUATE STUDENTS
INTERESTED IN PDES, FUNCTIONAL ANALYSIS AND PROBABILITY WILL FIND THIS
VOLUME USEFUL
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| author | Taira, Kazuaki 1946- |
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| author_variant | k t kt |
| building | Verbundindex |
| bvnumber | BV042084116 |
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| ctrlnum | (OCoLC)890027811 (DE-599)DNB1054806683 |
| dewey-full | 510 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 510 - Mathematics |
| dewey-raw | 510 |
| dewey-search | 510 |
| dewey-sort | 3510 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-662-43696-7 |
| edition | 2. ed. |
| format | Electronic eBook |
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| spelling | Taira, Kazuaki 1946- Verfasser (DE-588)120483858 aut Semigroups, boundary value problems and Markov processes Kazuaki Taira 2. ed. Berlin [u.a.] Springer 2014 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Springer monographs in mathematics Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Elliptisches Randwertproblem (DE-588)4193399-0 gnd rswk-swf Analytische Halbgruppe (DE-588)4376792-8 gnd rswk-swf Elliptisches Randwertproblem (DE-588)4193399-0 s Analytische Halbgruppe (DE-588)4376792-8 s Markov-Prozess (DE-588)4134948-9 s DE-604 https://doi.org/10.1007/978-3-662-43696-7 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027525129&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027525129&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Taira, Kazuaki 1946- Semigroups, boundary value problems and Markov processes Markov-Prozess (DE-588)4134948-9 gnd Elliptisches Randwertproblem (DE-588)4193399-0 gnd Analytische Halbgruppe (DE-588)4376792-8 gnd |
| subject_GND | (DE-588)4134948-9 (DE-588)4193399-0 (DE-588)4376792-8 |
| title | Semigroups, boundary value problems and Markov processes |
| title_auth | Semigroups, boundary value problems and Markov processes |
| title_exact_search | Semigroups, boundary value problems and Markov processes |
| title_full | Semigroups, boundary value problems and Markov processes Kazuaki Taira |
| title_fullStr | Semigroups, boundary value problems and Markov processes Kazuaki Taira |
| title_full_unstemmed | Semigroups, boundary value problems and Markov processes Kazuaki Taira |
| title_short | Semigroups, boundary value problems and Markov processes |
| title_sort | semigroups boundary value problems and markov processes |
| topic | Markov-Prozess (DE-588)4134948-9 gnd Elliptisches Randwertproblem (DE-588)4193399-0 gnd Analytische Halbgruppe (DE-588)4376792-8 gnd |
| topic_facet | Markov-Prozess Elliptisches Randwertproblem Analytische Halbgruppe |
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