Lecture Notes in Mathematics

Boundary Value Problems and Markov Processes

Functional Analysis Methods for Markov Processes

Authors: Taira, Kazuaki

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  • Introduces readers to a mathematical crossroads in analysis: semigroups, elliptic boundary value problems and Markov processes
  • Presents principal ideas explicitly so that a broad spectrum of readers can easily understand the relationship between partial differential equations and probability in analysis
  • Is amply illustrated with 136 figures and 15 tables
  • Describes a powerful new method for future research, the Boutet de Monvel calculus 
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イーブック ¥6,291
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  • ISBN 978-3-030-48788-1
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  • ISBN 978-3-030-48787-4
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この書籍について

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. 


著者について

Kazuaki Taira was a Professor of mathematics at the University of Tsukuba, Japan. He received his Bachelor of Science degree in 1969 from the University of Tokyo and his Master of Science degree in 1972 from the Tokyo Institute of Technology, where he served as an assistant from 1972 to 1978. In 1976 he was awarded the Doctor of Science degree by the University of Tokyo, and in 1978 the Doctorat d'Etat degree by Université de Paris-Sud (Orsay), where he had studied on a French government scholarship (1976–1978).

Taira was also a member of the Institute for Advanced Study (Princeton) (1980–1981), associate professor at the University of Tsukuba (1981–1995), and professor at Hiroshima University (1995–1998). In 1998, he returned to the University of Tsukuba to teach there again as a professor. From 2009 to 2017 he was a part-time professor at Waseda University (Tokyo). 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 (16 chapters)

Table of contents (16 chapters)

書籍の購入

イーブック ¥6,291
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-48788-1
  • ウォーターマーク付、 DRMフリー
  • ファイル形式: PDF
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
  • ご購入後、すぐにダウンロードしていただけます。
ソフトカバー ¥7,864
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-48787-4
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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書誌情報

Bibliographic Information
Book Title
Boundary Value Problems and Markov Processes
Book Subtitle
Functional Analysis Methods for Markov Processes
Authors
Series Title
Lecture Notes in Mathematics
Series Volume
1499
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
イーブック ISBN
978-3-030-48788-1
DOI
10.1007/978-3-030-48788-1
ソフトカバー ISBN
978-3-030-48787-4
Series ISSN
0075-8434
Edition Number
3
Number of Pages
XVII, 502
Number of Illustrations
150 b/w illustrations
Topics

*immediately available upon purchase as print book shipments may be delayed due to the COVID-19 crisis. ebook access is temporary and does not include ownership of the ebook. Only valid for books with an ebook version. Springer Reference Works and instructor copies are not included.