Boundary Value Problems and Markov Processes (eBook, PDF)
Kazuaki Taira
eBook, PDF

Boundary Value Problems and Markov Processes (eBook, PDF)

Functional Analysis Methods for Markov Processes

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This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes. It brings these three fields of analysis together, providing a comprehensive study of Markov processes from a broad perspective. The material is carefully and effectively explained, resulting in a surprisingly readable account of the subject.The main focus is on a powerful method for future research in e...

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