Book of Donmon Teith

This is a thorough and accessible exposition on the functional analytic approach to the problem of construction of Markov processes with Ventcel’ boundary con

A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between

This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (

This second edition explores the relationship between elliptic and parabolic initial boundary value problems, for undergraduate and graduate students.