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Apr 24

Functional Analytic Techniques for Diffusion Processes

Functional Analytic Techniques

This book is an easy-to-read reference providing a link between functional analysis and diffusion processes. More precisely, the book takes readers to a mathematical crossroads of functional analysis (macroscopic approach), partial differential equations (mesoscopic approach), and probability (microscopic approach) via the mathematics needed for the hard parts of diffusion processes. This work brings these three fields of analysis together and provides a profound stochastic insight (microscopic approach) into the study of elliptic boundary value problems.

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http://www.rarefile.net/d1j7sit744uy/FunctionalAnalytic.TechniquesforDiffusionProcesses.zip
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