Partial Differential Equations for Probabilists (Paperback)

Daniel W. Stroock

ISBN 10: 110740052X / ISBN 13: 9781107400528

Edité par Cambridge University Press, Cambridge, 2012

A propos de cet article

Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9781107400528

Détails bibliographiques

Titre : Partial Differential Equations for ...

Éditeur : Cambridge University Press, Cambridge

Date d'édition : 2012

Reliure : Paperback

Etat : new

A propos de ce titre

Synopsis :

This book provides probabilists with sufficient background to begin applying PDEs to probability theory and probability theory to PDEs.

À propos de l?auteur:

Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Probability Theory: An Analytic View, 2nd edition (2010).