Markov Processes and Differential Equations

Language: English

Published by Birkhäuser, Birkhäuser Mär 1996, 1996

3764353929 / 9783764353926

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This item is printed on demand - Print on Demand Titel. Neuware -Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. Due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and Markov processes on the other, many problems in PDE's can be reformulated as problems for corresponding stochastic processes and vice versa. In the present book four classes of problems are considered: - the Dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic processes and PDE's - homogenization in PDE's and in stochastic processes - wave front propagation for semilinear differential equations and systems. From the probabilistic point of view, the first two topics concern random perturbations of dynamical systems. The third topic, homog- enization, is a natural problem for stochastic processes as well as for PDE's. Wave fronts in semilinear PDE's are interesting examples of pattern formation in reaction-diffusion equations. The text presents new results in probability theory and their applica- tion to the above problems. Various examples help the reader to understand the effects. Prerequisites are knowledge in probability theory and in partial differential equations.Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 164 pp. Englisch. …

Seller Inventory # 9783764353926

Title
Markov Processes and Differential Equations
Author
Mark I. Freidlin
Publisher
Birkhäuser, Birkhäuser Mär 1996
Publication year
1996
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3764353929
ISBN 13
9783764353926
Item weight
296 grams
Dimensions
244x170x10 mm

buchversandmimpf2000

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