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Partial Differential Equations For Probabilists

by Daniel W. (Massachusetts Institute Of Technology) Stroock
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, April of 2008 ‧
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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.

Partial Differential Equations For Probabilists

by Daniel W. (Massachusetts Institute Of Technology) Stroock

Property Description
ISBN: 9780521886512
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: April of 2008
Language: English
Cover: Hardcover
Pages: 232
Format: Book
Collection: Cambridge Studies In Advanced Mathematics
Categories: Books in English > Science > Mathematics
EAN: 9780521886512