Real Analysis Methods for Markov Processes

Singular Integrals and Feller Semigroups

Autor*innen

• Kazuaki Taira

Parameter

• 749 Seiten
• 27 Lesestunden

• Mathematik

Mehr zum Buch

Focusing on advanced real analysis methods, this book explores the construction of Markov processes influenced by boundary conditions in probability theory. It examines the behavior of a Markovian particle governed by the Waldenfels operator and adhering to the Ventcel boundary condition, which encompasses various phenomena like diffusion, absorption, and jumps. The study delves into first-order Ventcel boundary value problems for second-order elliptic operators, employing Calderón-Zygmund theory to establish existence and uniqueness theorems in Sobolev and Besov spaces.

• Sprache: Englisch
• Erscheinungsdatum: 2024
• Einband: Hardcover