Partial Differential Equations for Probabilists (Bog, Paperback / softback, Engelsk)
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Partial Differential Equations for Probabilists

(Bog, Paperback / softback, Engelsk)
Forfatter: Daniel W. (Massachusetts Institute of Technology) Stroock
Partial Differential Equations for Probabilists
Forlag: Cambridge University Press

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Beskrivelse

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.

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Alle detaljer

Forlag Cambridge University Press
Forfatter Daniel W. (Massachusetts Institute of Technology) Stroock
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 07-05-2012
Første udgivelsesår 2012
Serie Cambridge Studies in Advanced Mathematics
Illustrationer Worked examples or Exercises
Originalsprog United Kingdom
Sideantal 232
Indbinding Paperback / softback
Forlag Cambridge University Press
Sideoplysninger 232 pages, Worked examples or Exercises
Mål 152 x 226 x 16
ISBN-13 / EAN-13 9781107400528