Memoirs of the American Mathematical Society

1 total work

On the Existence of Feller Semigroups with Boundary Conditions

by Kazuaki Taira

Published 1 October 1993

This monograph provides a careful and accessible exposition of functional analytic methods in stochastic analysis. The author focuses on the relationship among three subjects in analysis: Markov processes, Feller semigroups, and elliptic boundary value problems. The approach here is distinguished by the author's extensive use of the theory of partial differential equations. Filling a mathematical gap between textbooks on Markov processes and recent developments in analysis, this work describes a powerful method capable of extensive further development. The book would be suitable as a textbook in a one-year, advanced graduate course on functional analysis and partial differential equations, with emphasis on their strong interrelations with probability theory.