Holdings: Semigroups, boundary value problems and Markov processes

Semigroups, boundary value problems and Markov processes:

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Bibliographic Details
Main Author:	Taira, Kazuaki 1946- (Author)
Format:	Electronic eBook
Language:	English
Published:	Berlin [u.a.] Springer 2014
Edition:	2. ed.
Series:	Springer monographs in mathematics
Subjects:	Markov-Prozess Elliptisches Randwertproblem Analytische Halbgruppe
Online Access:	BTU01 FRO01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract
Physical Description:	1 Online-Ressource
ISBN:	9783662436950 9783662436967
DOI:	10.1007/978-3-662-43696-7

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Record in the Search Index

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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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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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work_keys_str_mv	AT tairakazuaki semigroupsboundaryvalueproblemsandmarkovprocesses

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