Boundary Value Problems and Markov Processes
This volume is devoted to a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel' boundary conditions in probability theory. Analytically, a Markovian particle in a domain of Euclidean space is governed by an inte...
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| Format: | Electronic |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
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| Series: | Lecture Notes in Mathematics,
1499 |
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-01677-6 |