Items related to Diffusions and Elliptic Operators (Probability and...
Synopsis
This book will serve as a reference book for graduate students and researchers in probability theory or partial differential equations who want to learn more about the interplay of these two areas.
"synopsis" may belong to another edition of this title.
Synopsis
This is author-approved bcc: This book discusses the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods in PDE. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE. After spending three chapters on probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions, the author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators. Martingale problems and the Malliavin calculus are presented in two other chapters. This book can be used as a textbook for a graduate course on diffusion theory with applications to PDE. It will also be a valuable reference to researchers in probability who are interested in PDE as well as for analysts who are interested in probabilistic methods. Richard F. Bass is Professor of Mathematics at the University of Washington.
He has written many research papers on the topics covered by this book. Also Available: Richard F. Bass, Probabilistic Techniques in Analysis. Springer-Verlag New York, Inc, 0-387-94387-0"About this title" may belong to another edition of this title.
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Global RFID: The Value of the EPCglobal Network for Supply Chain Management.
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gebundene Ausgabe. Condition: Gut. 310 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 620. Seller Inventory # 1584321
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Diffusions and Elliptic Operators
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Diffusions and Elliptic Operators
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Diffusions and Elliptic Operators
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Diffusions and Elliptic Operators
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Diffusions and Elliptic Operators (Probability and Its Applications).
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Springer-Verlag New York, Inc., 1998
ISBN 10: 0387983155
ISBN 13: 9780387983158
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Diffusions and Elliptic Operators
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Diffusions And Elliptic Operators
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Diffusions And Elliptic Operators
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DIFFUSIONS & ELIPTIC OPERATORS
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Dura. Condition: New. Dust Jacket Condition: Nuevo. No Aplica (illustrator). 0. This book discusses the interplay of diffusion processes and partial differential equations (PDEs) with an emphasis on probabilistic methods in PDEs. It begins with an emphasis on probabilistic methods ins PDEs. It beginds with stochastic differential equations, the probabilistic machinery needed to study PDEs. After spending hree chapters on probabilistic representations of solutions for PDEs, regularity of solutions, and one-dimensional diffusions, the author discusses in depth two main types of second-order linear differential operators: nondivergence operators and divergence operators, including such topics as the Harnack inequiality of Krylov-Safonov for nondivergence operators. Martingale problems and the Malliavin calculus are presented in two other chapters. This book can be used as a tectbook for graduate course on diffusion theory with applications to PDEs. It will also be a valuable reference to researchers in probability who are interested in PDEs as well as to analyst who are interested in probabilistic methods 500 gr. Libro. Seller Inventory # 9780387983158LEA44196
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