Functional Analytic Techniques for Diffusion Processes Functional Analytic Techniques for Diffusion Processes

Functional Analytic Techniques for Diffusion Processes

    • 129,99 €
    • 129,99 €

Description de l’éditeur

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.

GENRE
Science et nature
SORTIE
2022
28 mai
LANGUE
EN
Anglais
LONGUEUR
804
Pages
ÉDITIONS
Springer Nature Singapore
DÉTAILS DU FOURNISSEUR
Springer Science & Business Media LLC
TAILLE
35,1
Mo
Distribution Theory Applied to Differential Equations Distribution Theory Applied to Differential Equations
2021
Fourier Analysis Fourier Analysis
2020
Advances in Mathematical Economics Advances in Mathematical Economics
2020
Operator Theory and Harmonic Analysis Operator Theory and Harmonic Analysis
2021
Finite or Infinite Dimensional Complex Analysis Finite or Infinite Dimensional Complex Analysis
2019
Functional Analysis in Applied Mathematics and Engineering Functional Analysis in Applied Mathematics and Engineering
2018
Nonlinear Functional Analysis with Applications to Combustion Theory Nonlinear Functional Analysis with Applications to Combustion Theory
2025
Functional Analytic Methods for Heat Green Operators Functional Analytic Methods for Heat Green Operators
2024
Real Analysis Methods for Markov Processes Real Analysis Methods for Markov Processes
2024
Semigroups, Boundary Value Problems and Markov Processes Semigroups, Boundary Value Problems and Markov Processes
2014
Boundary Value Problems and Markov Processes Boundary Value Problems and Markov Processes
2009