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Partial Differential Equations for Probabilists
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Partial Differential Equations for Probabilists Hardback - 2008 - 1st Edition

by Daniel W. Stroock

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Reader reviews for Partial Differential Equations for Probabilists

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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 Hrmander.

Details

  • Title Partial Differential Equations for Probabilists
  • Author Daniel W. Stroock
  • Binding Hardback
  • Edition number 1st
  • Edition 1
  • Pages 232
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Publication date 2008-04-28
  • Features Bibliography, Index
  • ISBN 9780521886512 / 0521886511
  • Weight 1.13 lbs (0.51 kg)
  • Dimensions 9 x 6 x 0.69 in (22.86 x 15.24 x 1.75 cm)
  • Themes
    • Aspects (Academic): Science/Technology Aspects
  • Category Mathematics
  • Library of Congress subjects Differential equations, Partial, Differential equations, Elliptic
  • Library of Congress Catalogue Number 2007048751
  • Dewey Decimal Code 515.353

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Partial Differential Equations for Probabilists

Partial Differential Equations for Probabilists

by Daniel W. Stroock

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Hardcover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; 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 t
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A$134.88
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Partial Differential Equations for Probabilists

Partial Differential Equations for Probabilists

by Daniel W. Stroock

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9780521886512 / 0521886511
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Hardback. New. 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.
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A$136.56
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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,...
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Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics, Series Number 112)

by Stroock, Daniel W

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Partial Differential Equations For Probabilists
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Partial Differential Equations For Probabilists

by W, Stroock Daniel,

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Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics,...
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Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics, Series Number 112)

by Stroock, Daniel W.

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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics,...
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Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics, Series Number 112)

by Stroock, Daniel W

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9780521886512 / 0521886511
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Cambridge University Press, 2008-04-28. 1. hardcover. Used: Good. 6.25x0.75x9.25. Buy with confidence. Excellent Customer Service & Return policy.
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