A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions. The author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators, as well as Martingale problems and the Malliavin calculus. While serving as a textbook for a graduate course on diffusion theory with applications to PDE, this will also be a valuable reference to researchers in probability who are interested in PDE, as well as for analysts interested in probabilistic methods.
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A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions. The author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators, as well as Martingale problems and the Malliavin calculus. While serving as a textbook for a graduate course on diffusion theory with applications to PDE, this will also be a valuable reference to researchers in probability who are interested in PDE, as well as for analysts interested in probabilistic methods.
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gebundene Ausgabe. Condición: Gut. 310 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 620. Nº de ref. del artículo: 1584321
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Condición: Sehr gut. XIII, 232 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 518 gebundene Ausgabe gebundene Ausgabe. Nº de ref. del artículo: 493784
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Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780387983158. Nº de ref. del artículo: 9965366
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Librería: LIBRERIA LEA+, Santiago, RM, Chile
Dura. Condición: New. Estado de la sobrecubierta: Nuevo. No Aplica Ilustrador. 0. This book discusses the interplay of diffusion processes and partial differential equations (PDEs) with an emphasis on probabilistic methods in PDEs. It begins with an emphasis on probabilistic methods ins PDEs. It beginds with stochastic differential equations, the probabilistic machinery needed to study PDEs. After spending hree chapters on probabilistic representations of solutions for PDEs, regularity of solutions, and one-dimensional diffusions, the author discusses in depth two main types of second-order linear differential operators: nondivergence operators and divergence operators, including such topics as the Harnack inequiality of Krylov-Safonov for nondivergence operators. Martingale problems and the Malliavin calculus are presented in two other chapters. This book can be used as a tectbook for graduate course on diffusion theory with applications to PDEs. It will also be a valuable reference to researchers in probability who are interested in PDEs as well as to analyst who are interested in probabilistic methods 500 gr. Libro. Nº de ref. del artículo: 9780387983158LEA44196
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Librería: Buchpark, Trebbin, Alemania
Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions. The author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators, as well as Martingale problems and the Malliavin calculus. While serving as a textbook for a graduate course on diffusion theory with applications to PDE, this will also be a valuable reference to researchers in probability who are interested in PDE, as well as for analysts interested in probabilistic methods. Nº de ref. del artículo: 114904/202
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