T�tulo: Partial Differential Equations for Probabilists (Cambridge Studies in Advanced Mathematics, Series Number 112)
Editor: Cambridge University Press
Fecha de publicaci�n: 2008
Idioma: Ingl�s
ISBN 10: 0521886511
ISBN 13: 9780521886512
Encuadernaci�n: Encuadernaci�n de tapa dura
Estado: New

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Sinopsis

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.

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Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Probability Theory: An Analytic View, 2nd edition (2010).

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