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

Stroock, Daniel W.

ISBN 10: 110740052X / ISBN 13: 9781107400528

Verlag: Cambridge University Press, 2012

Beschreibung

232 pp., paperback, new. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Bestandsnummer des Verkäufers ZB1316906

Bibliografische Details

Titel: Partial Differential Equations for ...

Verlag: Cambridge University Press

Erscheinungsdatum: 2012

Einband: Softcover

Zustand: New

Über diesen Titel

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.

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