Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes

Name: Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes
Brand: Springer Verlag
SKU: 9783030487874
Price: 4434.0 INR
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by Kazuaki Taira

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ISBN13: 9783030487874
Binding: Paperback
Subject: Mathematics and Statistics
Publisher: Springer Verlag
Publisher Imprint: Springer
Publication Date: January 1, 2020
Pages: 502
Original Price: EUR 59.99
Language: English
Edition: N/A
Item Weight: 722 grams
BISAC Subject(s): Probability & Statistics / General, Mathematical Analysis, and Functional Analysis

About The Book

From the Back Cover

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.

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.

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