Boundary value problems and markov processes: functional analysis methods for markov processes
Auteur :
Taira, Kazuaki
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030487874
Date de publication :
2 juil. 2020
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes.