Partial Differential Equations for Probabilists 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


Partial Differential Equations for Probabilists

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Stroock, Daniel W. 作者
譯者
2008-4 出版日期
232 頁數
$ 79.10 價格
叢書系列
9780521886512 圖書編碼

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Partial Differential Equations for Probabilists 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Partial Differential Equations for Probabilists 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Partial Differential Equations for Probabilists 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024



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Partial Differential Equations for Probabilists 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Partial Differential Equations for Probabilists 在線電子書 圖書描述

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.

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