Partial Differential Equations for Probabilists

Informationen zum Autor 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). Klappentext This book provides probabilists with sufficient background to begin applying PDEs to probability theory and probability theory to PDEs. Zusammenfassung 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. Inhaltsverzeichnis 1. Kolmogorov's forward, basic results; 2. Non-elliptic regularity results; 3. Preliminary elliptic regularity results; 4. Nash theory; 5. Localization; 6. On a manifold; 7. Subelliptic estimates and Hörmander's theorem.

Dettagli sul prodotto

• Autori: Daniel W. Stroock, Daniel W. (Massachusetts Institute of Tec Stroock
• Editore: Cambridge University Press ELT
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 28.04.2008
• EAN: 9780521886512
• ISBN: 978-0-521-88651-2
• Pagine: 232
• Serie: Cambridge Studies in Advanced
• Categoria: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica