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Partial Differential Equations for Probabilists

Name: Partial Differential Equations for Probabilists
Brand: Cambridge University Press
SKU: 02049127
Price: 85.59 EUR
Availability: InStock
Author: Daniel W. Stroock
ISBN: 9780521886512

Daniel W. Stroock

Language

English

Book Hardback

Libristo code: 02049127

Publishers Cambridge University Press, April 2008

This book deals with equations that have played a central role in the interplay between partial diff... Full description

Libristo code: 02049127

209 b

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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.