Partial Differential Equations for Probabilists 1

Vetenskap & teknik

Partial Differential Equations for Probabilists

Daniel W Stroock • Daniel W Stroock

Pocket

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232 sidor
2012

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.

Författare: Daniel W Stroock, Daniel W Stroock
Format: Pocket/Paperback
ISBN: 9781107400528
Språk: Engelska
Antal sidor: 232
Utgivningsdatum: 2012-05-07
Förlag: Cambridge University Press