Partial Differential Equations for Probabilists

By:

Daniel W Stroock

Format:

Paperback / softback

Series:

Cambridge Studies in Advanced Mathematics

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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 types. 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 De Giorgi–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 Hormander.

Author Biography:

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).

Release date NZ

May 7th, 2012

Author

Daniel W Stroock

Audience

Professional & Vocational

Illustrations

Worked examples or Exercises

Pages

232

Series

Cambridge Studies in Advanced Mathematics

Dimensions

152x228x15

ISBN-13

9781107400528

Product ID

19570975

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