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Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes: 1499 (Lecture Notes in Mathematics) - Tapa blanda
Sinopsis
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.
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Acerca del autor
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.
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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.
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Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes (Lecture Notes in Mathematics, 1499)
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Boundary Value Problems and Markov Processes : Functional Analysis Methods for Markov Processes
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Boundary value problems and Markov processes. Functional analysis methods for Markov processes.
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Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes (Lecture Notes in Mathematics (1499))
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Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes (Lecture Notes in Mathematics (1499))
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Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes (Lecture Notes in Mathematics (1499))
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Boundary Value Problems and Markov Processes
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Springer International Publishing Jul 2020, 2020
ISBN 10: 3030487873
ISBN 13: 9783030487874
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 520 pp. Englisch. Nº de ref. del artículo: 9783030487874
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Boundary Value Problems and Markov Processes : Functional Analysis Methods for Markov Processes
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Springer International Publishing, Springer International Publishing, 2020
ISBN 10: 3030487873
ISBN 13: 9783030487874
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9783030487874
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Boundary Value Problems and Markov Processes
Publicado por
Springer International Publishing, 2020
ISBN 10: 3030487873
ISBN 13: 9783030487874
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Introduces readers to a mathematical crossroads in analysis: semigroups, elliptic boundary value problems and Markov processesPresents principal ideas explicitly so that a broad spectrum of readers can easily understand the relationship betwe. Nº de ref. del artículo: 385700307
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Boundary Value Problems and Markov Processes
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Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Nº de ref. del artículo: ABEJUNE24-259672
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