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Partial Differential Equations for Probabilists von Stroock, Daniel W. (eBook)

  • Erscheinungsdatum: 28.04.2008
  • Verlag: Cambridge University Press
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Partial Differential Equations for Probabilists

Explains the theory of linear and second order PDEs of parabolic and elliptic type. 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 easy to understand for people whose background is probability theory. Many results are given 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 HaE saE rmander.

Produktinformationen

    Format: PDF
    Kopierschutz: AdobeDRM
    Erscheinungsdatum: 28.04.2008
    Sprache: Englisch
    ISBN: 9780511451232
    Verlag: Cambridge University Press
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