Hidden Bibliographic Details
| Varying Form of Title: | Partial differential equations for probabilists
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| ISBN: | 9780511457388
0511457383
0511456077
9780511456077
9780521886512
0521886511
9780511454318
0511454317
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| Notes: | Includes bibliographical references (pages 209-212) and index.
Print version record.
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| Summary: | 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 probability theory. Many results are given new proofs designed for readers with limited expertise in analysis. The author covers the theory of linear, second order, partial differential equations of parabolic and elliptic types. Many of the techniques have antecedents in probability theory, although the book also covers a few purely analytic techniques. In particular, a chapter is devoted to the De Giorgi-Moser-Nash estimates, and the concluding chapter gives an introduction to the theory of pseudodifferential operators and their application to hypoellipticity, including the famous theorem of Lars Hormander.
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| Other form: | Print version: Stroock, Daniel W. Partial differential equations for probabalists [sic]. Cambridge ; New York : Cambridge University Press, 2008 9780521886512 0521886511
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| Standard no.: | 9786611944704
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