Semigroups, Boundary Value Problems and Markov Processes
The purpose of this book is to provide a careful and accessible account along modern lines of the subject wh ich the title deals, as weIl as to discuss problems of current interest in the field. Unlike many other books on Markov processes, this book focuses on the relationship between Markov processes and elliptic boundary value problems, with emphasis on the study of analytic semigroups. More precisely, this book is devoted to the functional analytic approach to a class of degenerate boundary value problems for second-order elliptic integro-differential operators, called Waldenfels operators, whi:h includes as particular cases the Dirichlet and Robin problems. We prove that this class of boundary value problems provides a new example of analytic semi­ groups both in the LP topology and in the topology of uniform convergence. As an application, we construct a strong Markov process corresponding to such a physical phenomenon that 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. The approach here is distinguished by the extensive use of the techniques characteristic of recent developments in the theory of partial differential equations. The main technique used is the calculus of pseudo-differential operators which may be considered as a modern theory of potentials.
1120137672
Semigroups, Boundary Value Problems and Markov Processes
The purpose of this book is to provide a careful and accessible account along modern lines of the subject wh ich the title deals, as weIl as to discuss problems of current interest in the field. Unlike many other books on Markov processes, this book focuses on the relationship between Markov processes and elliptic boundary value problems, with emphasis on the study of analytic semigroups. More precisely, this book is devoted to the functional analytic approach to a class of degenerate boundary value problems for second-order elliptic integro-differential operators, called Waldenfels operators, whi:h includes as particular cases the Dirichlet and Robin problems. We prove that this class of boundary value problems provides a new example of analytic semi­ groups both in the LP topology and in the topology of uniform convergence. As an application, we construct a strong Markov process corresponding to such a physical phenomenon that 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. The approach here is distinguished by the extensive use of the techniques characteristic of recent developments in the theory of partial differential equations. The main technique used is the calculus of pseudo-differential operators which may be considered as a modern theory of potentials.
139.99 In Stock
Semigroups, Boundary Value Problems and Markov Processes

Semigroups, Boundary Value Problems and Markov Processes

by Kazuaki Taira
Semigroups, Boundary Value Problems and Markov Processes

Semigroups, Boundary Value Problems and Markov Processes

by Kazuaki Taira

Overview

The purpose of this book is to provide a careful and accessible account along modern lines of the subject wh ich the title deals, as weIl as to discuss problems of current interest in the field. Unlike many other books on Markov processes, this book focuses on the relationship between Markov processes and elliptic boundary value problems, with emphasis on the study of analytic semigroups. More precisely, this book is devoted to the functional analytic approach to a class of degenerate boundary value problems for second-order elliptic integro-differential operators, called Waldenfels operators, whi:h includes as particular cases the Dirichlet and Robin problems. We prove that this class of boundary value problems provides a new example of analytic semi­ groups both in the LP topology and in the topology of uniform convergence. As an application, we construct a strong Markov process corresponding to such a physical phenomenon that 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. The approach here is distinguished by the extensive use of the techniques characteristic of recent developments in the theory of partial differential equations. The main technique used is the calculus of pseudo-differential operators which may be considered as a modern theory of potentials.

Product Details

ISBN-13: 9783662517598
Publisher: Springer Berlin Heidelberg
Publication date: 08/23/2016
Series: Springer Monographs in Mathematics
Edition description: Softcover reprint of the original 2nd ed. 2014
Pages: 716
Product dimensions: 6.10(w) x 9.25(h) x 0.06(d)

About the Author

Kazuaki TAIRA is Professor of Mathematics at the University of Tsukuba, Japan, where he has taught since 1998. He received his Bachelor of Science (1969) degree from the University of Tokyo, Japan, and his Master of Science (1972) degree from Tokyo Institute of Technology, Japan, where he served as an Assistant between 1972-1978. He holds the Doctor of Science (1976) degree from the University of Tokyo, and the Doctorat d'Etat (1978) degree from Université de Paris-Sud, France, where he received a French Government Scholarship in 1976-1978. Dr. Taira was also a member of the Institute for Advanced Study, U. S. A., in 1980-1981. He was Associate Professor of the University of Tsukuba between 1981-1995, and Professor of Hiroshima University, Japan, between 1995-1998.

His current research interests are in the study of three interrelated subjects in analysis: semigroups, elliptic boundary value problems and Markov processes.

Table of Contents

1.Introduction and Main Results.- Part I Elements of Analysis.- 2.Elements of Probability Theory.- 3.Elements of Functional Analysis.- 4.Theory of Semigroups.- Part II Elements of Partial Differential Equations.- 5.Theory of Distributions.- 6.Sobolev and Besov Spaces.- 7.Theory of Pseudo-Differential Operators.- 8.Waldenfels Operators and Maximum Principles.- Part III Markov Processes, Semigroups and Boundary Value problems.- 9.Markov Processes, Transition Functions and Feller Semigroups.- 10.Feller Semigroups and Elliptic Boundary Value Problems.- 11.Proof of Theorem 1.3.- 12.Markov Processes Revisited.- 13.Concluding Remarks.- Appendix: Boundedness of Pseudo-Differential Operators.- References.- Index.
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