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Partial Differential Equations for Probabilists

Partial Differential Equations for Probabilists

Partial Differential Equations for Probabilists Paperback - 2012

by Daniel W. Stroock

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Paperback. 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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Details

  • Title Partial Differential Equations for Probabilists
  • Author Daniel W. Stroock
  • Binding Paperback
  • Edition Reprint
  • Condition New
  • Pages 232
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Publication date 2012-05-07
  • Bookseller's Inventory # ria9781107400528_inp
  • ISBN 9781107400528 / 110740052X
  • Weight 0.75 lbs (0.34 kg)
  • Dimensions 8.9 x 5.9 x 0.7 in (22.61 x 14.99 x 1.78 cm)
  • Themes
    • Aspects (Academic): Science/Technology Aspects
  • Category Mathematics
  • Library of Congress Catalogue Number 2007048751
  • Dewey Decimal Code 515.353
  • Quantity available 574

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Reader reviews for Partial Differential Equations for Probabilists

From the publisher

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.
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