Partial Differential Equations for Probabilists
Language: English
Published by Cambridge University Press, 2008
Series: Book 46 of 151 - Cambridge Studies in Advanced Mathematics
- Hardcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 101.71
Quantity: 1 available
Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - 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.
Seller Inventory # 9780521886512
- Title
- Partial Differential Equations for Probabilists
- Author
- Daniel W. Stroock
- Publisher
- Cambridge University Press
- Publication year
- 2008
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 0521886511
- ISBN 13
- 9780521886512
- Item weight
- 533 grams
- Dimensions
- 235x157x18 mm
- Series
- Book 46 of 151: Cambridge Studies in Advanced Mathematics
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