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Partial Differential Equations for Probabilists

Partial Differential Equations for Probabilists

Partial Differential Equations for Probabilists
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Partial Differential Equations for Probabilists Paperback - 2012

by Stroock, Daniel W

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Cambridge Univ Pr, 2012. Paperback. New. reprint edition. 215 pages. 9.25x6.25x0.75 inches.
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Details

  • Title Partial Differential Equations for Probabilists
  • Author Stroock, Daniel W
  • Binding Paperback
  • Edition Reprint
  • Condition New
  • Pages 232
  • Volumes 1
  • Language ENG
  • Publisher Cambridge Univ Pr
  • Publication date 2012
  • Bookseller's Inventory # x-110740052X
  • 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 2

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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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