Real Analysis Methods for Markov Processes: Singular Integrals and Feller Semigroups free ebook download.

Home : Book details

Real Analysis Methods for Markov Processes: Singular Integrals and Feller Semigroups free ebook download

Category:
Mathematics

Views: 78
Likes: 0

Catalogue

Author(s):	Kazuaki Taira

Date:	2024	Format:	pdf	Language:	English	ISBN/ASIN:	9819736587
Pages:	767	OCR:		Quality:		ISBN13:
Uploader:	topron	Upload Date:	12/4/2024 4:38:05 AM

To download click on link in the Links Table below

Description: Click to see full description

9819736587 pdf
This book is devoted to real analysis methods for the problem of constructing Markov processes with boundary conditions in probability theory. Analytically, a Markovian particle in a domain of Euclidean space is governed by an integro-differential operator, called the Waldenfels operator, in the interior of the domain, and it obeys a boundary condition, called the Ventcel (Wentzell) boundary condition, on the boundary of the domain. Most likely, a Markovian particle moves both by continuous paths and by jumps in the state space and obeys the Ventcel boundary condition, which consists of six terms corresponding to diffusion along the boundary, an absorption phenomenon, a reflection phenomenon, a sticking (or viscosity) phenomenon, and a jump phenomenon on the boundary and an inward jump phenomenon from the boundary. More precisely, we study a class of first-order Ventcel boundary value problems for second-order elliptic Waldenfels integro-differential operators. By using the CaldernZygmund theory of singular integrals, we prove the existence and uniqueness of theorems in the framework of the Sobolev and Besov spaces, which extend earlier theorems due to BonyCourrgePriouret to the vanishing mean oscillation (VMO) case. Our proof is based on various maximum principles for second-order elliptic differential operators with discontinuous coefficients in the framework of Sobolev spaces.
Read more

Links Table

	Title	Link	Password	Size (MB)	Thank to	Inform Admin
3281649	Book	https://nitroflare.com/view/1B89298AF0A0...		0.00	topron

Tags: Analysis Feller Integrals Markov Methods Processes Real Semigroups Singular

Title	Link	Password	Size	Reason

Those who downloaded this book also downloaded the following books:
Comments

New comment: