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Real analysis methods for markov processes = singular integrals and Feller semigroups /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Real analysis methods for markov processes/ by Kazuaki Taira.
Reminder of title:	singular integrals and Feller semigroups /
Author:	Taira, Kazuaki.
Published:	Singapore :Springer Nature Singapore : : 2024.,
Description:	xviii, 749 p. :ill., digital ; : 24 cm.;
Contained By:	Springer Nature eBook
Subject:	Markov processes. -
Online resource:	https://doi.org/10.1007/978-981-97-3659-1
ISBN:	9789819736591

Real analysis methods for markov processes = singular integrals and Feller semigroups /
Taira, Kazuaki.

Real analysis methods for markov processessingular integrals and Feller semigroups /[electronic resource] :by Kazuaki Taira. - Singapore :Springer Nature Singapore :2024. - xviii, 749 p. :ill., digital ;24 cm.

Introduction and Main Results -- Elements of Functional Analysis -- Elements of Measure Theory and Lp Spaces -- Elements of Real Analysis -- Harmonic Functions and Poisson Integrals -- Besov Spaces via Poisson Integrals -- Sobolev and Besov Spaces -- Maximum Principles in Sobolev Spaces -- Elements of Singular Integrals -- Calder'on-Zygmund Kernels and Their Commutators -- Calder'on-Zygmund Variable Kernels and Their Commutators -- Dirichlet Problems in Sobolev Spaces -- Calder'on-Zygmund Kernels and Interior Estimates -- Calder'on-Zygmund Kernels and Boundary Estimates -- Unique Solvability of the Homogeneous Dirichlet Problem -- Regular Oblique Derivative Problems in Sobolev Spaces -- Oblique Derivative Boundary Conditions -- Boundary Representation Formula for Solutions -- Boundary Regularity of Solutions -- Proof of Theorems 16.1 and 16.2 -- Markov Processes and Feller Semigroups -- Feller Semigroups with Dirichlet Condition -- Feller Semigroups with an Oblique Derivative Condition -- Feller Semigroups and Boundary Value Problems -- Feller Semigroups with a First Order Ventcel' Boundary Condition -- Concluding Remarks.

This book is devoted to real analysis methods for the problem of constructing Markov processes with boundary conditions in probability theory. Analytically, a Markovian particle in a domain of Euclidean space is governed by an integro-differential operator, called the Waldenfels operator, in the interior of the domain, and it obeys a boundary condition, called the Ventcel (Wentzell) boundary condition, on the boundary of the domain. Most likely, a Markovian particle moves both by continuous paths and by jumps in the state space and obeys the Ventcel boundary condition, which consists of six terms corresponding to diffusion along the boundary, an absorption phenomenon, a reflection phenomenon, a sticking (or viscosity) phenomenon, and a jump phenomenon on the boundary and an inward jump phenomenon from the boundary. More precisely, we study a class of first-order Ventcel boundary value problems for second-order elliptic Waldenfels integro-differential operators. By using the Calderón-Zygmund theory of singular integrals, we prove the existence and uniqueness of theorems in the framework of the Sobolev and Besov spaces, which extend earlier theorems due to Bony-Courrège-Priouret to the vanishing mean oscillation (VMO) case. Our proof is based on various maximum principles for second-order elliptic differential operators with discontinuous coefficients in the framework of Sobolev spaces. My approach is distinguished by the extensive use of the ideas and techniques characteristic of recent developments in the theory of singular integral operators due to Calderón and Zygmund. Moreover, we make use of an Lp variant of an estimate for the Green operator of the Neumann problem introduced in the study of Feller semigroups by me. The present book is amply illustrated; 119 figures and 12 tables are provided in such a fashion that a broad spectrum of readers understand our problem and main results.

ISBN: 9789819736591

Standard No.: 10.1007/978-981-97-3659-1doiSubjects--Topical Terms:

527825
Markov processes.

LC Class. No.: QA274.7

Dewey Class. No.: 519.233

Real analysis methods for markov processes = singular integrals and Feller semigroups /
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505 0 $a Introduction and Main Results -- Elements of Functional Analysis -- Elements of Measure Theory and Lp Spaces -- Elements of Real Analysis -- Harmonic Functions and Poisson Integrals -- Besov Spaces via Poisson Integrals -- Sobolev and Besov Spaces -- Maximum Principles in Sobolev Spaces -- Elements of Singular Integrals -- Calder'on-Zygmund Kernels and Their Commutators -- Calder'on-Zygmund Variable Kernels and Their Commutators -- Dirichlet Problems in Sobolev Spaces -- Calder'on-Zygmund Kernels and Interior Estimates -- Calder'on-Zygmund Kernels and Boundary Estimates -- Unique Solvability of the Homogeneous Dirichlet Problem -- Regular Oblique Derivative Problems in Sobolev Spaces -- Oblique Derivative Boundary Conditions -- Boundary Representation Formula for Solutions -- Boundary Regularity of Solutions -- Proof of Theorems 16.1 and 16.2 -- Markov Processes and Feller Semigroups -- Feller Semigroups with Dirichlet Condition -- Feller Semigroups with an Oblique Derivative Condition -- Feller Semigroups and Boundary Value Problems -- Feller Semigroups with a First Order Ventcel' Boundary Condition -- Concluding Remarks.
520 $a This book is devoted to real analysis methods for the problem of constructing Markov processes with boundary conditions in probability theory. Analytically, a Markovian particle in a domain of Euclidean space is governed by an integro-differential operator, called the Waldenfels operator, in the interior of the domain, and it obeys a boundary condition, called the Ventcel (Wentzell) boundary condition, on the boundary of the domain. Most likely, a Markovian particle moves both by continuous paths and by jumps in the state space and obeys the Ventcel boundary condition, which consists of six terms corresponding to diffusion along the boundary, an absorption phenomenon, a reflection phenomenon, a sticking (or viscosity) phenomenon, and a jump phenomenon on the boundary and an inward jump phenomenon from the boundary. More precisely, we study a class of first-order Ventcel boundary value problems for second-order elliptic Waldenfels integro-differential operators. By using the Calderón-Zygmund theory of singular integrals, we prove the existence and uniqueness of theorems in the framework of the Sobolev and Besov spaces, which extend earlier theorems due to Bony-Courrège-Priouret to the vanishing mean oscillation (VMO) case. Our proof is based on various maximum principles for second-order elliptic differential operators with discontinuous coefficients in the framework of Sobolev spaces. My approach is distinguished by the extensive use of the ideas and techniques characteristic of recent developments in the theory of singular integral operators due to Calderón and Zygmund. Moreover, we make use of an Lp variant of an estimate for the Green operator of the Neumann problem introduced in the study of Feller semigroups by me. The present book is amply illustrated; 119 figures and 12 tables are provided in such a fashion that a broad spectrum of readers understand our problem and main results.
650 0 $a Markov processes. $3 527825
650 0 $a Boundary value problems. $3 528307
650 1 4 $a Functional Analysis. $3 672166
650 2 4 $a Stochastic Processes. $3 1098688
650 2 4 $a Probability Theory. $3 1366244
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