Real Analysis Methods for Markov Processes

Focusing on advanced real analysis methods, this book explores the construction of Markov processes influenced by boundary conditions in probability theory. It examines the behavior of a Markovian particle governed by the Waldenfels operator and adhering to the Ventcel boundary condition, which encompasses various phenomena like diffusion, absorption, and jumps. The study delves into first-order Ventcel boundary value problems for second-order elliptic operators, employing Calderón-Zygmund theory to establish existence and uniqueness theorems in Sobolev and Besov spaces.