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Author: Kazuaki Taira
Publisher: American Mathematical Soc.
ISBN: 0821825356
Category : Mathematics
Languages : en
Pages : 81
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Book Description
This paper is devoted to the functional analytic approach to the problem of construction of Feller semigroups with Ventcel' (Wentzell) boundary conditions. This paper considers the non-transversal case and solves from the viewpoint of functional analysis the problem of construction of Feller semigroups for elliptic Waldenfels operators. Intuitively, our result may be stated as follows: One can construct a Feller semigroup corresponding to such a diffusion phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it "dies" at which time it reaches the set where the absorption phenomenon occurs.
Author: Kazuaki Taira
Publisher: American Mathematical Soc.
ISBN: 0821825356
Category : Mathematics
Languages : en
Pages : 81
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Book Description
This paper is devoted to the functional analytic approach to the problem of construction of Feller semigroups with Ventcel' (Wentzell) boundary conditions. This paper considers the non-transversal case and solves from the viewpoint of functional analysis the problem of construction of Feller semigroups for elliptic Waldenfels operators. Intuitively, our result may be stated as follows: One can construct a Feller semigroup corresponding to such a diffusion phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it "dies" at which time it reaches the set where the absorption phenomenon occurs.
Author: Kazuaki Taira
Publisher: Springer
ISBN: 3662436965
Category : Mathematics
Languages : en
Pages : 724
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Book Description
A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it 'dies' at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.
Author: Kazuaki Taira
Publisher: Springer Nature
ISBN: 3030487881
Category : Mathematics
Languages : en
Pages : 502
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Book Description
This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes. It brings these three fields of analysis together, providing a comprehensive study of Markov processes from a broad perspective. The material is carefully and effectively explained, resulting in a surprisingly readable account of the subject. The main focus is on a powerful method for future research in elliptic boundary value problems and Markov processes via semigroups, the Boutet de Monvel calculus. A broad spectrum of readers will easily appreciate the stochastic intuition that this edition conveys. In fact, the book will provide a solid foundation for both researchers and graduate students in pure and applied mathematics interested in functional analysis, partial differential equations, Markov processes and the theory of pseudo-differential operators, a modern version of the classical potential theory.
Author: Kazuaki Taira
Publisher: Springer Nature
ISBN: 9811910995
Category : Mathematics
Languages : en
Pages : 792
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Book Description
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 mathematical crossroads of functional analysis (macroscopic approach), partial differential equations (mesoscopic approach), and probability (microscopic approach) via the mathematics needed for the hard parts of diffusion processes. This work brings these three fields of analysis together and provides a profound stochastic insight (microscopic approach) into the study of elliptic boundary value problems. The author does a massive study of diffusion processes from a broad perspective and explains mathematical matters in a more easily readable way than one usually would find. The book is amply illustrated; 14 tables and 141 figures are provided with appropriate captions in such a fashion that readers can easily understand powerful techniques of functional analysis for the study of diffusion processes in probability. The scope of the author’s work has been and continues to be powerful methods of functional analysis for future research of elliptic boundary value problems and Markov processes via semigroups. A broad spectrum of readers can appreciate easily and effectively the stochastic intuition that this book conveys. Furthermore, the book will serve as a sound basis both for researchers and for graduate students in pure and applied mathematics who are interested in a modern version of the classical potential theory and Markov processes. For advanced undergraduates working in functional analysis, partial differential equations, and probability, it provides an effective opening to these three interrelated fields of analysis. Beginning graduate students and mathematicians in the field looking for a coherent overview will find the book to be a helpful beginning. This work will be a major influence in a very broad field of study for a long time.
Author: A.V. Balakrishnan
Publisher: Birkhäuser
ISBN: 3034884176
Category : Mathematics
Languages : en
Pages : 376
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Book Description
These Proceedings comprise the bulk of the papers presented at the Inter national Conference on Semigroups of Opemtors: Theory and Contro~ held 14-18 December 1998, Newport Beach, California, U.S.A. The intent of the Conference was to highlight recent advances in the the ory of Semigroups of Operators which provides the abstract framework for the time-domain solutions of time-invariant boundary-value/initial-value problems of partial differential equations. There is of course a firewall between the ab stract theory and the applications and one of the Conference aims was to bring together both in the hope that it may be of value to both communities. In these days when all scientific activity is judged by its value on "dot com" it is not surprising that mathematical analysis that holds no promise of an immediate commercial product-line, or even a software tool-box, is not high in research priority. We are particularly pleased therefore that the National Science Foundation provided generous financial support without which this Conference would have been impossible to organize. Our special thanks to Dr. Kishan Baheti, Program Manager.
Author: Francesco Altomare
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110386410
Category : Mathematics
Languages : en
Pages : 325
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Book Description
In recent years several investigations have been devoted to the study of large classes of (mainly degenerate) initial-boundary value evolution problems in connection with the possibility to obtain a constructive approximation of the associated positive C_0-semigroups. In this research monograph we present the main lines of a theory which finds its root in the above-mentioned research field.
Author: Vassili N. Kolokoltsov
Publisher: Walter de Gruyter
ISBN: 3110250101
Category : Mathematics
Languages : en
Pages : 449
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Book Description
This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 100
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Book Description
Author: Nigel Kalton
Publisher: CRC Press
ISBN: 9780824796112
Category : Mathematics
Languages : en
Pages : 496
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Book Description
Based on a conference on the interaction between functional analysis, harmonic analysis and probability theory, this work offers discussions of each distinct field, and integrates points common to each. It examines developments in Fourier analysis, interpolation theory, Banach space theory, probability, probability in Banach spaces, and more.
Author: N Kono
Publisher: World Scientific
ISBN: 9814543527
Category :
Languages : en
Pages : 322
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Book Description
This proceedings volume reflects the current interest in and future direction of probability theory and related theory of analysis and statistics. It contains 2 survey papers and 21 contributed papers.
