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Boundary value problems and Markov processes

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Kazuaki Taira

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This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary conditions in probability theory. It presents new developments in the theory of singular integrals.

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Boundary value problems and Markov processes, Kazuaki Taira

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Pubblicato: 2009
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Titolo: Boundary value problems and Markov processes
Lingua: Inglese
Autori: Kazuaki Taira
Editore: Springer
Pubblicato: 2009
Formato: In brossura
ISBN10: 3642016766
ISBN13: 9783642016769
Serie: Lecture notes in mathematics
Tag: Matematica
Descrizione: This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary conditions in probability theory. It presents new developments in the theory of singular integrals.