Semigroups, Boundary Value Problems and Markov Processes

The book offers a detailed exploration of functional analytic methods in stochastic analysis, emphasizing the connections between Markov processes, semigroups, and elliptic boundary value problems. It investigates a broad class of elliptic boundary value problems linked to second-order Waldenfels integro-differential operators, demonstrating their relevance to Feller semigroups. Additionally, it introduces a new class of Markov processes characterized by both jumps and continuous movement until absorption. This updated edition features new chapters, expanded content, and corrections based on reader feedback, making it a valuable resource for researchers and graduate students in related fields.