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portada Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics) (in English)
Type
Physical Book
Year
2012
Language
Inglés
Pages
232
Format
Paperback
Dimensions
22.6 x 15.0 x 1.8 cm
Weight
0.34 kg.
ISBN
110740052x
ISBN13
9781107400528

Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics) (in English)

Daniel W. Stroock (Author) · Cambridge University Press · Paperback

Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics) (in English) - Stroock, Daniel W.

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Synopsis "Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics) (in English)"

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 type. 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 DeGiorgi-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 Hörmander.

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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.

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