Diffusion processes and partial differential equations
著者
書誌事項
Diffusion processes and partial differential equations
Academic Press, c1988
大学図書館所蔵 全61件
注記
Bibliography: p. 425-430
Includes index
内容説明・目次
内容説明
This book provides a careful and accessible exposition of functional analytic methods in stochastic analysis. It focuses on the relationship between Markov processes and elliptic boundary value problems and explores several recent developments in the theory of partial differential equations which have made further progress in the study of Markov processes possible. This book will have great appeal to both advanced students and researchers as an introduction to three interrelated subjects in analysis (Markov processes, semigroups, and elliptic boundary value problems), providing powerful methods for future research.
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