DIFFUSIONS & ELIPTIC OPERATORS

Language: English

Published by Springer, 1998

0387983155 / 9780387983158

Series: Book 5 of 35 - Probability and Its Applications

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Seller: LIBRERIA LEA+, Santiago, RM, ChileLIBRERIA LEA+

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Item description from seller

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.…

Seller Inventory # 9780387983158LEA44196

Title
DIFFUSIONS & ELIPTIC OPERATORS
Author
BASS,RICHARD
Publisher
Springer
Publication year
1998
Condition
New
Dust jacket
Nuevo
Book Type
Libro
Binding
Dura
Language
English
ISBN 10
0387983155
ISBN 13
9780387983158
Illustrator
No Aplica
Edition
0.
Item weight
500 grams
Dimensions
16,5x24x2
Series
Book 5 of 35: Probability and Its Applications

LIBRERIA LEA+

Santiago, RM, Chile

5-star seller

AbeBooks seller since December 10, 2019

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Establecida en el año 1943, nuestra librería es la Librería Internacional más antigua de Chile. Importamos/exportamos libros de todas las temáticas desde/hacia todos los países del mundo. Established in 1943, our bookstore is the oldest International Bookstore in Chile. We import/export books of all topics from/to all countries of the world.

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Libreria Eduardo Albers Ltda.

Patria Vieja 358
Santiago, RM Chile 8441462