Daniel W. Stroo Partial Differential Equations for Proba (Paperback) (UK IMPORT)

Further Details

Title: Partial Differential Equations for Probabilists
Condition: New
Description: 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.
Author: Daniel W. Stroock
EAN: 9781107400528
Country/Region of Manufacture: GB
Format: Paperback
ISBN: 9781107400528
Genre: Science Nature & Math
Language: English
Item Height: 228mm
Publisher: Cambridge University Press
Release Date: 05/07/2012
Item Length: 152mm
Item Width: 15mm
Item Weight: 340g
Series: Cambridge Studies in Advanced Mathematics
Release Year: 2012

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