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

Stroock

Hardcover

ISBN 10: 0521886511 ISBN 13: 9780521886512

Verlag: Cambridge University Press, 2008

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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Críticas

'The book will capture your attention with elegant proofs presented in an almost perfectly self-contained manner, with abundant talk in a lecturer's tone by the author himself, but with a little bit of an aficionado's taste. The book, arranged idiosyncratically, has such a strong impact that, at the next moment, you may find yourself carried away in looking for mathematical treasures scattered here and there in each chapter. The reviewer recommends the present book with confidence to anyone who in interested in PDE and probability theory. At least you should always keep this at your side if you are a probabilist at all.' Isamu Doku, Mathematical Reviews

Biografía del 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).

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2008
• ISBN 10: 0521886511
• ISBN 13: 9780521886512
• Einband: Tapa dura
• Sprache: Englisch
• Auflage: 1
• Anzahl der Seiten: 232