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Partial Differential Equations for Probabilists by Daniel W. Stroock

Partial Differential Equations for Probabilists

by Daniel W. Stroock
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Book cover type: Hardcover
  • ISBN13: 9780521886512
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 232
  • Original Price: GBP 62.0
  • Language: English
  • Edition: 1
  • Item Weight: 513 grams
  • BISAC Subject(s): Probability & Statistics / General

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 type. 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 DeGiorgi-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 Hörmander.

Stroock, Daniel W.: - Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Probability Theory: An Analytic View, 2nd edition (2010).

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