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A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between

This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary con

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

This book is an easy-to-read reference providing a link between functional analysis and diffusion processes. More precisely, the book takes readers to a mathema