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.

This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes. It brings these three fields of analysis together, providing a comprehensive study of Markov processes from a broad perspective. The material is carefully and effectively explained, resulting in a surprisingly readable account of the subject. The main focus is on a powerful method for future research in elliptic boundary value problems and Markov processes via semigroups, the Boutet de Monvel calculus. A broad spectrum of readers will easily appreciate the stochastic intuition that this edition conveys. In fact, the book will provide a solid foundation for both researchers and graduate students in pure and applied mathematics interested in functional analysis, partial differential equations, Markov processes and the theory of pseudo-differential operators, a modern version of the classical potential theory.

This book consists of five introductory contributions by leading mathematicians on the functional analytic treatment of evolutions equations. In particular the contributions deal with Markov semigroups, maximal L^p-regularity, optimal control problems for boundary and point control systems, parabolic moving boundary problems and parabolic nonautonomous evolution equations. The book is addressed to PhD students, young researchers and mathematicians doing research in one of the above topics.

Most topics dealt with here deal with complex analysis of both one and several complex variables. Several contributions come from elasticity theory. Areas covered include the theory of p-adic analysis, mappings of bounded mean oscillations, quasiconformal mappings of Klein surfaces, complex dynamics of inverse functions of rational or transcendental entire functions, the nonlinear Riemann-Hilbert problem for analytic functions with nonsmooth target manifolds, the Carleman-Bers-Vekua system, the logarithmic derivative of meromorphic functions, G-lines, computing the number of points in an arbitrary finite semi-algebraic subset, linear differential operators, explicit solution of first and second order systems in bounded domains degenerating at the boundary, the Cauchy-Pompeiu representation in L2 space, strongly singular operators of Calderon-Zygmund type, quadrature solutions to initial and boundary-value problems, the Dirichlet problem, operator theory, tomography, elastic displacements and stresses, quantum chaos, and periodic wavelets.

Functional analysis is a powerful tool when applied to mathematical problems arising from physical situations. The present book provides, by careful selection of material, a collection of concepts and techniques essential for the modern practitioner. Emphasis is placed on the solution of equations (including nonlinear and partial differential equations). The assumed background is limited to elementary real variable theory and finite-dimensional vector spaces. - Provides an ideal transition between introductory math courses and advanced graduate study in applied mathematics, the physical sciences, or engineering - Gives the reader a keen understanding of applied functional analysis, building progressively from simple background material to the deepest and most significant results - Introduces each new topic with a clear, concise explanation - Includes numerous examples linking fundamental principles with applications - Solidifies the reader's understanding with numerous end-of-chapter problems