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Cover of Boundary value problems and Markov processes

Boundary value problems and Markov processes

by Kazuaki Taira

1991 132 pages eng

Focussing on the interrelations of the subjects of Markov processes, analytic semigroups and elliptic boundary value problems, this monograph provides a careful and accessible exposition of functional methods in stochastic analysis. The author studies a class of boundary value problems for second-or…

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