Partial differential equations for probabilists
Auteur :
Stroock, Daniel W.
Éditeur :
Cambridge University Press
ISBN :
9781107400528
Date de publication :
7 mai 2012
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
340 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.