Partial Differential Equations for Probabilists (Paperback)
Language: English
Published by Cambridge University Press, Cambridge, 2012
Series: Book 46 of 151 - Cambridge Studies in Advanced Mathematics
- Softcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 47.99
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Paperback. 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 GiorgiMoserNash 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. This book provides probabilists with sufficient background to begin applying PDEs to probability theory and probability theory to PDEs. It covers the theory of linear and second order PDEs of parabolic and elliptic type. While most of the techniques described have antecedents in probability theory, the book does cover a few purely analytic techniques. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9781107400528
- Title
- Partial Differential Equations for Probabilists (Paperback)
- Author
- Daniel W. Stroock
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 2012
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 110740052X
- ISBN 13
- 9781107400528
- Series
- Book 46 of 151: Cambridge Studies in Advanced Mathematics
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CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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| Item | 7 to 14 business days | 7 to 60 business days |
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