Partial differential equations for probabalists [sic] /:

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 proba...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Stroock, Daniel W.
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge ; New York : Cambridge University Press, 2008.
Schriftenreihe:Cambridge studies in advanced mathematics ; 112.
Schlagworte:
Online-Zugang:Volltext
Zusammenfassung: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.
Beschreibung:1 online resource (xv, 215 pages)
Bibliographie:Includes bibliographical references (pages 209-212) and index.
ISBN:9780511457388
0511457383
0511456077
9780511456077
9780521886512
0521886511
9780511454318
0511454317