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Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes

Boundary Value Problems and Markov Processes: Functional Analysis Methods for Markov Processes

Paperback

Series: Lecture Notes in Mathematics, Book 1499

General MathematicsProbability & Statistics

ISBN10: 3030487873
ISBN13: 9783030487874
Publisher: Springer Nature
Published: Jul 2 2020
Pages: 502
Weight: 1.59
Height: 1.05 Width: 6.14 Depth: 9.21
Language: English

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. It brings these three fields of analysis together, providing a comprehensive study of Markov processes from a broad perspective. The material is carefully and effectively explained, resulting in a surprisingly readable account of the subject.

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Probability & Statistics