[PDF.24ka] On the Existence of Feller Semigroups With Boundary Conditions (Memoirs of the American Mathematical Society)

On the Existence of Feller Semigroups With Boundary Conditions (Memoirs of the American Mathematical Society)

[PDF.gg45] On the Existence of Feller Semigroups With Boundary Conditions (Memoirs of the American Mathematical Society)

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 | #14141413 in Books |  Amer Mathematical Society |  1992-09 | Original language:English | PDF # 1 |  10.00 x7.00 x.25l,.36 | File type: PDF | 65 pages

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This monograph provides a careful and accessible exposition of functional analytic methods in stochastic analysis. The author focuses on the relationship among three subjects in analysis: Markov processes, Feller semigroups, and elliptic boundary value problems. The approach here is distinguished by the author's extensive use of the theory of partial differential equations. Filling a mathematical gap between textbooks on Markov processes and recent developments in analys...

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