Partial Differential Equations for Probabilists - Couverture rigide

Stroock, Daniel W.

Couverture rigide

ISBN 10 : 0521886511 ISBN 13 : 9780521886512

Editeur : Cambridge University Press, 2008

Synopsis

xv 215p grey boards with white lettering to spine, an excellent copy, like new

A propos du livre

Présentation de l'éditeur

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.

Revue de presse

'The book will capture your attention with elegant proofs presented in an almost perfectly self-contained manner, with abundant talk in a lecturer's tone by the author himself, but with a little bit of an aficionado's taste. The book, arranged idiosyncratically, has such a strong impact that, at the next moment, you may find yourself carried away in looking for mathematical treasures scattered here and there in each chapter. The reviewer recommends the present book with confidence to anyone who in interested in PDE and probability theory. At least you should always keep this at your side if you are a probabilist at all.' Isamu Doku, Mathematical Reviews

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2008
• ISBN 10: 0521886511
• ISBN 13: 9780521886512
• Reliure: Relié
• Langue: anglais
• Numéro d'édition: 1
• Nombre de pages: 232