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Partial Differential Equations for Probabilists

(Bog, Hardback, 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 Hardback
Sprog Engelsk
Udgivelsesdato 28-04-2008
Første udgivelsesår 2008
Serie Cambridge Studies in Advanced Mathematics
Originalsprog United Kingdom
Sideantal 232
Indbinding Hardback
Forlag Cambridge University Press
Sideoplysninger 232 pages
Mål 229 x 152 x 18
ISBN-13 / EAN-13 9780521886512