On the Existence of Feller Semigroups with Boundary Conditions
- ISBN-10
- 0821825356
- ISBN-13
- 9780821825358
- Category
- Mathematics
- Pages
- 65
- Language
- English
- Published
- 1992
- Publisher
- American Mathematical Soc.
- Author
- Kazuaki Taira
Description
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 analysis, this work describes a powerful method capable of extensive further development. The book would be suitable as a textbook in a one-year, advanced graduate course on functional analysis and partial differential equations, with emphasis on their strong interrelations with probability theory.
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