Functional Analytic Techniques for Diffusion Processes

This book provides a comprehensive link between functional analysis, partial differential equations, and probability, offering a mathematical foundation for the study of diffusion processes. It is extensively illustrated with 14 tables and 141 figures, making complex techniques accessible to a wide range of readers. The book will be a valuable resource for researchers and graduate students in pure and applied mathematics, as well as for advanced undergraduates interested in functional analysis, partial differential equations, and probability.

Format: Hardback
Length: 782 pages
Publication date: 30 May 2022
Publisher: Springer Verlag, Singapore

This book serves as a comprehensive and accessible reference that establishes a vital connection between functional analysis and diffusion processes. By delving into the mathematical foundations required for the intricate aspects of diffusion processes, it guides
unites three distinct fields of analysis: functional analysis, partial differential equations, and probability. Through this interdisciplinary approach, the book offers a profound stochastic insight into the study of elliptic boundary value problems.

The author conducts a thorough exploration of diffusion processes from a broad perspective, elucidating mathematical concepts in a more reader-friendly manner than commonly encountered. Numerous illustrations, including 14 tables and 141 figures with accompanying captions, aid in understanding powerful techniques of functional analysis for the analysis of diffusion processes in probability.

The author's work has established itself as a powerful tool for future research in elliptic boundary value problems and Markov processes via semigroups. This book appeals to a wide range of readers, including those with a basic understanding of functional analysis, partial differential equations, and probability, as well as advanced undergraduates, graduate students, and mathematicians seeking a modern perspective on classical potential theory and Markov processes.

Furthermore, this book serves as a solid foundation for both researchers and graduate students in pure and applied mathematics who are interested in exploring a contemporary version of the classical potential theory and Markov processes. It provides an effective entry point for those embarking on their journey into these interrelated fields of analysis.

Weight: 1364g
Dimension: 235 x 155 (mm)
ISBN-13: 9789811910982
Edition number: 1st ed. 2022