Functional Analytic Techniques for Diffusion Processes by Kazuaki Taira

Functional Analytic Techniques for Diffusion Processes by Kazuaki Taira

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.
The author does a massive study of diffusion processes from a broad perspective and explains mathematical matters in a more easily readable way than one usually would find. The book is amply illustrated; 14 tables and 141 figures are provided with appropriate captions in such a fashion that readers can easily understand powerful techniques of functional analysis for the study of diffusion processes in probability.
The scope of the author’s work has been and continues to be powerful methods of functional analysis for future research of elliptic boundary value problems and Markov processes via semigroups. A broad spectrum of readers can appreciate easily and effectively the stochastic intuition that this book conveys.  Furthermore, the book will serve as a sound basis both for researchers and for graduate students in pure and applied mathematics who are interested in a modern version of the classical potential theory and Markov processes.
For advanced undergraduates working in functional analysis, partial differential equations, and probability, it provides an effective opening to these three interrelated fields of analysis. Beginning graduate students and mathematicians in the field looking for a coherent overview will find the book to be a helpful beginning. 
This work will be a major influence in a very broad field of study for a long time.

Kazuaki Taira was a Professor of mathematics at the University of Tsukuba, Japan. He received his Bachelor of Science degree in 1969 from the University of Tokyo and his Master of Science degree in 1972 from the Tokyo Institute of Technology, where he served as an assistant from 1972 to 1978. In 1976 he was awarded the Doctor of Science degree by the University of Tokyo, and in 1978 the Doctorat d'Etat degree by Universitü¾Ž–”¼ de Paris-Sud (Orsay), where he had studied on a French government scholarship (1976-1978).

Taira was also a member of the Institute for Advanced Study (Princeton) (1980-1981), associate professor at the University of Tsukuba (1981-1995), and professor at Hiroshima University (1995-1998). In 1998, he returned to the University of Tsukuba to teach there again as a professor. From 2009 to 2017 he was a part-time professor at Waseda University (Tokyo). His current research interests are in the study of three interrelated subjects in analysis: semigroups, elliptic boundary value problems and Markov processes.

SKU	Unavailable
ISBN 13	9789811911019
ISBN 10	9811911010
Title	Functional Analytic Techniques for Diffusion Processes
Author	Kazuaki Taira
Series	Springer Monographs In Mathematics
Condition	Unavailable
Binding Type	Paperback
Publisher	Springer Verlag, Singapore
Year published	2023-05-31
Number of pages	782
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.