Search Results

Boundary Value Problems and Markov Processes

Download or Read eBook Boundary Value Problems and Markov Processes PDF written by Kazuaki Taira and published by Springer Science & Business Media. This book was released on 2009-06-30 with total page 196 pages. Available in PDF, EPUB and Kindle.
Boundary Value Problems and Markov Processes
Author :
Publisher : Springer Science & Business Media
Total Pages : 196
Release :
ISBN-10 : 9783642016769
ISBN-13 : 3642016766
Rating : 4/5 (69 Downloads)

Book Synopsis Boundary Value Problems and Markov Processes by : Kazuaki Taira

Book excerpt: This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary conditions in probability theory. It presents new developments in the theory of singular integrals.


Boundary Value Problems and Markov Processes Related Books

Boundary Value Problems and Markov Processes
Language: en
Pages: 196
Authors: Kazuaki Taira
Categories: Mathematics
Type: BOOK - Published: 2009-06-30 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary con
Semigroups, Boundary Value Problems and Markov Processes
Language: en
Pages: 724
Authors: Kazuaki Taira
Categories: Mathematics
Type: BOOK - Published: 2014-08-07 - Publisher: Springer

DOWNLOAD EBOOK

A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between
Markov Processes, Semigroups, and Generators
Language: en
Pages: 449
Authors: Vassili N. Kolokoltsov
Categories: Mathematics
Type: BOOK - Published: 2011 - Publisher: Walter de Gruyter

DOWNLOAD EBOOK

This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of appli
Real Analysis Methods for Markov Processes
Language: en
Pages: 749
Authors: Kazuaki Taira
Categories:
Type: BOOK - Published: - Publisher: Springer Nature

DOWNLOAD EBOOK

Optimal Stopping and Free-Boundary Problems
Language: en
Pages: 515
Authors: Goran Peskir
Categories: Mathematics
Type: BOOK - Published: 2006-11-10 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the the
Scroll to top