Partial Differential Equations for Probabilists - Cambridge Studies in Advanced Mathematics - Stroock, Daniel W. (Massachusetts Institute of Technology) - Books - Cambridge University Press - 9780521886512 - April 28, 2008
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Stroock, Daniel W. (Massachusetts Institute of Technology)
Partial Differential Equations for Probabilists - Cambridge Studies in Advanced Mathematics

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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.

232 pages, black & white illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 28, 2008
ISBN13 9780521886512
Publishers Cambridge University Press
Pages 232
Dimensions 152 × 229 × 18 mm   ·   510 g
Language English  

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