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Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics) | 
 enlarge | Author: Daniel W. Stroock
Publisher: Cambridge University Press
Category: Book
List Price: $55.00
Buy New: $31.68
You Save: $23.32 (42%)
New (13) Used (4) from $31.68
Sales Rank: 538948
Media: Hardcover
Edition: 1
Pages: 230
Number Of Items: 1
Shipping Weight (lbs): 1
Dimensions (in): 9.1 x 6.1 x 0.7
ISBN: 0521886511
Dewey Decimal Number: 515.353
EAN: 9780521886512
Publication Date: April 28, 2008
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Product Description
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 type. 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 DeGiorgi-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 Hoermander.
Book Description
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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