Kazuaki Taira, "Boundary Value Problems and Markov Processes Ed 2"
English | ISBN: 3642016766 | 2009 | 204 pages | PDF | 2 MB
English | ISBN: 3642016766 | 2009 | 204 pages | PDF | 2 MB
This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary conditions in probability theory. It presents new developments in the theory of singular integrals.