Boundary value problems and Markov processes (Q5902062)
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scientific article; zbMATH DE number 5563320
Language | Label | Description | Also known as |
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English | Boundary value problems and Markov processes |
scientific article; zbMATH DE number 5563320 |
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Boundary value problems and Markov processes (English)
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10 June 2009
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For a review of the first edition see (1991; Zbl 0766.60097). In the second edition, the chapter on semigroup theory has been significantly expanded: Now the proofs for most results are included, the introduction to Markov processes is much more detailed, there is a historic introduction, and many examples are presented that were not included in the first edition. Also, the proofs of the main result are streamlined, and there is overall a bigger focus on examples and applications.
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boundary value problems
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degenerate case
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Markov processes
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analytic semigroups
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Dirichlet problem
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Neumann problem
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