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Partial Differential Equations for Probabilists.

Stroock, Daniel

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ISBN 10: 0521886511 / ISBN 13: 9780521886512
Verlag: Cambridge University Press, Cambridge University Press, 2008
Gebraucht Zustand: As New Hardcover
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xv 215p grey boards with white lettering to spine, an excellent copy, like new, this title was published in the series Cambridge Studies in Advanced Mathematics. Buchnummer des Verkäufers PAB 168870

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Bibliografische Details

Titel: Partial Differential Equations for ...

Verlag: Cambridge University Press, Cambridge University Press

Erscheinungsdatum: 2008

Einband: Hardcover

Zustand: As New

Über diesen Titel

Inhaltsangabe:

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.

Book Description:

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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