Functional Analytic Techniques for Diffusion Processes

Více o knize

The book serves as an accessible reference that connects functional analysis, partial differential equations, and probability, focusing on the mathematics essential for understanding diffusion processes. It explores the interplay between macroscopic, mesoscopic, and microscopic approaches, offering a deep stochastic perspective on elliptic boundary value problems. This integration of diverse mathematical fields aims to enhance comprehension of complex diffusion phenomena.