Partial Differential Equations for Probabilists
Daniel W. Stroock
ISBN 10: 110740052X ISBN 13: 9781107400528
Published by Cambridge University Press CUP, 2012
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pp. 112. Seller Inventory # 2614417780
Synopsis:
This book provides probabilists with sufficient background to begin applying PDEs to probability theory and probability theory to PDEs.
About the Author: Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Probability Theory: An Analytic View, 2nd edition (2010).
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Title: Partial Differential Equations for ...
Publisher: Cambridge University Press CUP
Publication Date: 2012
Binding: Soft cover
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Partial Differential Equations for Probabilists
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Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics, Series Number 112)
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Partial Differential Equations for Probabilists
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Partial Differential Equations for Probabilists
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Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics, Series Number 112)
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Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics, Series Number 112)
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Partial Differential Equations for Probabilists
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Paperback. Condition: New. 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 # LU-9781107400528
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