Diffusion processes and partial differential equations
Author(s)
Bibliographic Information
Diffusion processes and partial differential equations
Academic Press, c1988
Available at / 61 libraries
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Research Institute for Economics & Business Administration (RIEB) Library , Kobe University図書
519.9-586s081000081400*
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
dc19:519.2/T1372070098635
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Note
Bibliography: p. 425-430
Includes index
Description and Table of Contents
Description
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.
by "Nielsen BookData"
