Partial Differential Equations for Probabilists

Name: Partial Differential Equations for Probabilists
Brand: Cambridge University Press
SKU: 9780521886512
Price: 76.72 EUR
Availability: InStock

Autor: Daniel W. Stroock

Jazyk:

Väzba: Pevná

Vydavateľ: Cambridge University Press

Dostupnosť: Skladom u dodávateľa

Odosielame za 9-15 dní

76.72 €

This book deals with equations that have played a central role in the interplay between partial diff...

Informácie o knihe

Autor

Daniel W. Stroock

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2008

Stránok

232

EAN

9780521886512

ISBN

0521886511

Enbook ID

02049127

Vydavateľ

Cambridge University Press

Hmotnosť

510

Rozmery

152 x 229 x 18

Kompletný popis

This book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of this material has been treated elsewhere, but it is rarely presented in a manner that makes it readily accessible to people whose background is probability theory. Many results are given new proofs designed for readers with limited expertise in analysis. The author covers the theory of linear, second order, partial differential equations of parabolic and elliptic types. Many of the techniques have antecedents in probability theory, although the book also covers a few purely analytic techniques. In particular, a chapter is devoted to the De Giorgi–Moser–Nash estimates, and the concluding chapter gives an introduction to the theory of pseudodifferential operators and their application to hypoellipticity, including the famous theorem of Lars Hormander.

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Partial Differential Equations for Probabilists

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