Partial Differential Equations for Probabilists Hardback: 112 (Cambridge Studies in Advanced Mathematics, Series Number 112) - Hardcover

Stroock

 
9780521886512: Partial Differential Equations for Probabilists Hardback: 112 (Cambridge Studies in Advanced Mathematics, Series Number 112)

Inhaltsangabe

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.

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Über die Autorin bzw. den 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).

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Weitere beliebte Ausgaben desselben Titels

9781107400528: Partial Differential Equations for Probabilists: 112 (Cambridge Studies in Advanced Mathematics, Series Number 112)

Vorgestellte Ausgabe

ISBN 10:  110740052X ISBN 13:  9781107400528
Verlag: Cambridge University Press, 2012
Softcover