Boundary value problems and Markov processes (Q5902062)

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scientific article; zbMATH DE number 5563320
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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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