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Partial Differential Equations for Probabilists - Cambridge Studies in Advanced Mathematics Stroock, Daniel W. (Massachusetts Institute of Technology)
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Partial Differential Equations for Probabilists - Cambridge Studies in Advanced Mathematics
Stroock, Daniel W. (Massachusetts Institute of Technology)
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.
226 pages
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | May 7, 2012 |
| ISBN13 | 9781107400528 |
| Publishers | Cambridge University Press |
| Pages | 232 |
| Dimensions | 226 × 152 × 16 mm · 338 g |
| Language | English |
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