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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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| Lenguaje: | eng |
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Springer
2009
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-642-01677-6 http://cds.cern.ch/record/1691744 |