This book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of this material has been treated elsewhere, but it is rarely presented in a manner that makes it readily accessible to people whose background is prob
Partial differential equations for probabalists [sic]
โ Scribed by Daniel W. Stroock
- Publisher
- Cambridge University Press
- Year
- 2008
- Tongue
- English
- Leaves
- 233
- Series
- Cambridge studies in advanced mathematics 112
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equ
The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equ
The six articles in this EMS volume provide an overview of a number of contemporary techniques in the study of the asymptotic behavior of partial differential equations. These techniques include the Maslov canonical operator, semiclassical asymptotics of solutions and eigenfunctions, behavior of sol
The six articles in this EMS volume provide an overview of a number of contemporary techniques in the study of the asymptotic behavior of partial differential equations. These techniques include the Maslov canonical operator, semiclassical asymptotics of solutions and eigenfunctions, behavior of so