Real Analysis Methods for Markov Processes (eBook, PDF)
Kazuaki Taira
eBook, PDF

Real Analysis Methods for Markov Processes (eBook, PDF)

Singular Integrals and Feller Semigroups

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This book is devoted to real analysis methods for the problem of constructing Markov processes with boundary conditions in probability theory. Analytically, a Markovian particle in a domain of Euclidean space is governed by an integro-differential operator, called the Waldenfels operator, in the interior of the domain, and it obeys a boundary condition, called the Ventcel (Wentzell) boundary condition, on the boundary of the domain. Most likely, a Markovian particle moves both by continuous paths and by jumps in the state space and obeys the Ventcel boundary condition, which consists of six te...

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