Partial Differential Equations for Probabilists
Inbunden, Engelska, 2008
Av Daniel W. (Massachusetts Institute of Technology) Stroock, Daniel W. Stroock
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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.
Produktinformation
- Utgivningsdatum2008-04-28
- Mått152 x 229 x 18 mm
- Vikt510 g
- FormatInbunden
- SpråkEngelska
- SerieCambridge Studies in Advanced Mathematics
- Antal sidor232
- FörlagCambridge University Press
- ISBN9780521886512