Boundary Value Problems and Markov Processes

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 Université 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.

• - Preface to the Third Edition. - Preface to the Second Edition. - Introduction and Main Results. - Part I Analytic and Feller Semigroups and Markov Processes. - Analytic Semigroups. - Markov Processes and Feller Semigroups. - Part II Pseudo-Differential Operators and Elliptic Boundary Value Problems. - Lp Theory of Pseudo-Differential Operators. - Boutet de Monvel Calculus. - Lp Theory of Elliptic Boundary Value Problems. - Part III Analytic Semigroups in Lp Sobolev Spaces. - Proof of Theorem 1.2. - A Priori Estimates. - Proof of Theorem 1.4. - Part IV Waldenfels Operators, Boundary Operators and Maximum Principles. - Elliptic Waldenfels Operators and Maximum Principles. - Boundary Operators and Boundary Maximum Principles. - Part V Feller Semigroups for Elliptic Waldenfels Operators. - Proof of Theorem 1.5 - Part (i). - Proofsof Theorem 1.5, Part (ii) and Theorem 1.6. - Proofs of Theorems 1.8, 1.9, 1.10 and 1.11. - Path Functions of Markov Processes via Semigroup Theory. - Part VI Concluding Remarks. - The State-of-the-Art of Generation Theorems for Feller Semigroups.

“By reading this book, a broad spectrum of readers will be able to understand and appreciate the mathematical crossroads of functional analysis, boundary value problems, and probability theory as developed in the more advanced books … . this book provides a compendium for a large variety of facts from functional analysis, pseudo-differential operators, and Markov processes. Indeed, it gives detailed coverage of important examples and applications in this area.” (J. A. van Casteren, Mathematical Reviews, October, 2022)