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.
- ISBN10 0126822204
- ISBN13 9780126822205
- Publish Date 28 July 1988
- Publish Status Out of Print
- Out of Print 1 June 2005
- Publish Country US
- Publisher Elsevier Science Publishing Co Inc
- Imprint Academic Press Inc
- Format Hardcover
- Pages 452
- Language English