Semigroups, Boundary Value Problems and Markov Processes
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 ellipt...
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| Format: | Electronic Book |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2014
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| Edition: | 2nd ed. 2014 |
| Series: | Springer monographs in mathematics
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