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Boundary Value Problems and Markov Processes

Functional Analysis Methods for Markov Processes

  • 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

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1499)

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Table of contents (16 chapters)

  1. Front Matter

    Pages I-XVII
  2. Introduction and Main Results

    • Kazuaki Taira
    Pages 1-32
  3. Analytic and Feller Semigroups and Markov Processes

    1. Front Matter

      Pages 33-33
    2. Analytic Semigroups

      • Kazuaki Taira
      Pages 35-47
    3. Markov Processes and Feller Semigroups

      • Kazuaki Taira
      Pages 49-99
  4. Pseudo-Differential Operators and Elliptic Boundary Value Problems

    1. Front Matter

      Pages 101-101
    2. Lp Theory of Pseudo-Differential Operators

      • Kazuaki Taira
      Pages 103-177
    3. Boutet de Monvel Calculus

      • Kazuaki Taira
      Pages 179-206
    4. Lp Theory of Elliptic Boundary Value Problems

      • Kazuaki Taira
      Pages 207-262
  5. Analytic Semigroups in Lp Sobolev Spaces

    1. Front Matter

      Pages 263-263
    2. Proof of Theorem 1.2

      • Kazuaki Taira
      Pages 265-272
    3. A Priori Estimates

      • Kazuaki Taira
      Pages 273-280
    4. Proof of Theorem 1.4

      • Kazuaki Taira
      Pages 281-293
  6. Waldenfels Operators, Boundary Operators and Maximum Principles

    1. Front Matter

      Pages 295-295
  7. Feller Semigroups for Elliptic Waldenfels Operators

    1. Front Matter

      Pages 343-343
    2. Proof of Theorem 1.5 - Part (i) -

      • Kazuaki Taira
      Pages 345-357
    3. Proofs of Theorems 1.8, 1.9, 1.10 and 1.11

      • Kazuaki Taira
      Pages 401-437

About this book

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. 


Reviews

“By reading this book, a broad spectrum of readers will be able to understand and appreciate the mathematical crossroads of functional analysis, boundary value problems, and probability theory as developed in the more advanced books … . this book provides a compendium for a large variety of facts from functional analysis, pseudo-differential operators, and Markov processes. Indeed, it gives detailed coverage of important examples and applications in this area.” (J. A. van Casteren, Mathematical Reviews, October, 2022)

Authors and Affiliations

  • Institute of Mathematics, University of Tsukuba, Tsukuba, Japan

    Kazuaki Taira

About the author

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.

Bibliographic Information

Buy it now

Buying options

eBook USD 29.99 USD 49.99
40% discount Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 39.99 USD 64.99
38% discount Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access