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...
Gespeichert in:
1. Verfasser: | |
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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 |
Internformat
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588 | 0 | |a Print version record. | |
520 | |a 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. | ||
650 | 0 | |a Differential equations, Partial. |0 http://id.loc.gov/authorities/subjects/sh85037912 | |
650 | 0 | |a Differential equations, Parabolic. |0 http://id.loc.gov/authorities/subjects/sh85037909 | |
650 | 0 | |a Differential equations, Elliptic. |0 http://id.loc.gov/authorities/subjects/sh85037895 | |
650 | 0 | |a Probabilities. |0 http://id.loc.gov/authorities/subjects/sh85107090 | |
650 | 2 | |a Probability |0 https://id.nlm.nih.gov/mesh/D011336 | |
650 | 6 | |a Équations aux dérivées partielles. | |
650 | 6 | |a Équations différentielles paraboliques. | |
650 | 6 | |a Équations différentielles elliptiques. | |
650 | 6 | |a Probabilités. | |
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Datensatz im Suchindex
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adam_text | |
any_adam_object | |
author | Stroock, Daniel W. |
author_GND | http://id.loc.gov/authorities/names/n79054432 |
author_facet | Stroock, Daniel W. |
author_role | |
author_sort | Stroock, Daniel W. |
author_variant | d w s dw dws |
building | Verbundindex |
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callnumber-first | Q - Science |
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collection | ZDB-4-EBA |
contents | Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem. |
ctrlnum | (OCoLC)311622583 |
dewey-full | 515/.353 |
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dewey-ones | 515 - Analysis |
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dewey-tens | 510 - Mathematics |
discipline | Mathematik |
format | Electronic eBook |
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illustrated | Not Illustrated |
indexdate | 2024-10-25T16:17:03Z |
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series | Cambridge studies in advanced mathematics ; |
series2 | Cambridge studies in advanced mathematics ; |
spelling | Stroock, Daniel W. http://id.loc.gov/authorities/names/n79054432 Partial differential equations for probabalists [sic] / Daniel W. Stroock. Partial differential equations for probabilists Cambridge ; New York : Cambridge University Press, 2008. 1 online resource (xv, 215 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Cambridge studies in advanced mathematics ; 112 Includes bibliographical references (pages 209-212) and index. Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem. Print version record. 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. Differential equations, Partial. http://id.loc.gov/authorities/subjects/sh85037912 Differential equations, Parabolic. http://id.loc.gov/authorities/subjects/sh85037909 Differential equations, Elliptic. http://id.loc.gov/authorities/subjects/sh85037895 Probabilities. http://id.loc.gov/authorities/subjects/sh85107090 Probability https://id.nlm.nih.gov/mesh/D011336 Équations aux dérivées partielles. Équations différentielles paraboliques. Équations différentielles elliptiques. Probabilités. probability. aat MATHEMATICS Differential Equations Partial. bisacsh Differential equations, Elliptic fast Differential equations, Parabolic fast Differential equations, Partial fast Probabilities fast has work: Partial differential equations for probabalists [sic] (Text) https://id.oclc.org/worldcat/entity/E39PCGCK9Jwdjv99Dy4fByBxwy https://id.oclc.org/worldcat/ontology/hasWork Print version: Stroock, Daniel W. Partial differential equations for probabalists [sic]. Cambridge ; New York : Cambridge University Press, 2008 9780521886512 0521886511 (DLC) 2007048751 (OCoLC)182662712 Cambridge studies in advanced mathematics ; 112. http://id.loc.gov/authorities/names/n84708314 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=259182 Volltext CBO01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=259182 Volltext |
spellingShingle | Stroock, Daniel W. Partial differential equations for probabalists [sic] / Cambridge studies in advanced mathematics ; Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem. Differential equations, Partial. http://id.loc.gov/authorities/subjects/sh85037912 Differential equations, Parabolic. http://id.loc.gov/authorities/subjects/sh85037909 Differential equations, Elliptic. http://id.loc.gov/authorities/subjects/sh85037895 Probabilities. http://id.loc.gov/authorities/subjects/sh85107090 Probability https://id.nlm.nih.gov/mesh/D011336 Équations aux dérivées partielles. Équations différentielles paraboliques. Équations différentielles elliptiques. Probabilités. probability. aat MATHEMATICS Differential Equations Partial. bisacsh Differential equations, Elliptic fast Differential equations, Parabolic fast Differential equations, Partial fast Probabilities fast |
subject_GND | http://id.loc.gov/authorities/subjects/sh85037912 http://id.loc.gov/authorities/subjects/sh85037909 http://id.loc.gov/authorities/subjects/sh85037895 http://id.loc.gov/authorities/subjects/sh85107090 https://id.nlm.nih.gov/mesh/D011336 |
title | Partial differential equations for probabalists [sic] / |
title_alt | Partial differential equations for probabilists |
title_auth | Partial differential equations for probabalists [sic] / |
title_exact_search | Partial differential equations for probabalists [sic] / |
title_full | Partial differential equations for probabalists [sic] / Daniel W. Stroock. |
title_fullStr | Partial differential equations for probabalists [sic] / Daniel W. Stroock. |
title_full_unstemmed | Partial differential equations for probabalists [sic] / Daniel W. Stroock. |
title_short | Partial differential equations for probabalists [sic] / |
title_sort | partial differential equations for probabalists sic |
topic | Differential equations, Partial. http://id.loc.gov/authorities/subjects/sh85037912 Differential equations, Parabolic. http://id.loc.gov/authorities/subjects/sh85037909 Differential equations, Elliptic. http://id.loc.gov/authorities/subjects/sh85037895 Probabilities. http://id.loc.gov/authorities/subjects/sh85107090 Probability https://id.nlm.nih.gov/mesh/D011336 Équations aux dérivées partielles. Équations différentielles paraboliques. Équations différentielles elliptiques. Probabilités. probability. aat MATHEMATICS Differential Equations Partial. bisacsh Differential equations, Elliptic fast Differential equations, Parabolic fast Differential equations, Partial fast Probabilities fast |
topic_facet | Differential equations, Partial. Differential equations, Parabolic. Differential equations, Elliptic. Probabilities. Probability Équations aux dérivées partielles. Équations différentielles paraboliques. Équations différentielles elliptiques. Probabilités. probability. MATHEMATICS Differential Equations Partial. Differential equations, Elliptic Differential equations, Parabolic Differential equations, Partial Probabilities |
url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=259182 |
work_keys_str_mv | AT stroockdanielw partialdifferentialequationsforprobabalistssic AT stroockdanielw partialdifferentialequationsforprobabilists |