Partial Differential Equations for Probabilists

Name: Partial Differential Equations for Probabilists
Brand: Cambridge University Press
SKU: 9780521886512
Price: 1854 CZK
Availability: InStock

Autor: Daniel W. Stroock

Jazyk:

Vazba: Pevná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

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This book deals with equations that have played a central role in the interplay between partial diff...

Informace o knize

Autor

Daniel W. Stroock

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2008

Stránek

232

EAN

9780521886512

ISBN

0521886511

Enbook ID

02049127

Vydavatel

Cambridge University Press

Hmotnost

510

Rozměry

152 x 229 x 18

Kompletní popis

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.

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Partial Differential Equations for Probabilists

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