Partial Differential Equations for Probabilists
Daniel W. (Massachusetts Institute of Technology) Stroock
Cambridge University Press, 2008
98,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780521886512
- ISBN-10
- 0521886511
- Publisher
- Cambridge University Press
- Year
- 2008
- Publication date
- 2008-04-28
- Pages
- 232
- Dimensions
- 229x152x18
- Weight
- 510