Diffusion Processes and Partial Differential Equations

Diffusion Processes and Partial Differential Equations

By (author) 

List price: US$104.96

Currently unavailable

Add to wishlist

AbeBooks may have this title (opens in new window).

Try AbeBooks

Description

This book provides a careful and accessible exposition of functional analytic methods in stochastic analysis. It focuses on the relationship between Markov processes and elliptic boundary value problems and explores several recent developments in the theory of partial differential equations which have made further progress in the study of Markov processes possible. This book will have great appeal to both advanced students and researchers as an introduction to three interrelated subjects in analysis (Markov processes, semigroups, and elliptic boundary value problems), providing powerful methods for future research.
show more

Product details

  • Hardback | 452 pages
  • 166.9 x 231.9 x 28.2mm | 807.39g
  • Academic Press Inc
  • San Diego, United States
  • English
  • 0126822204
  • 9780126822205