Partial Differential Equations for Probabilists |
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| Author:
| Stroock, Daniel W. |
| Series title: | Cambridge Studies in Advanced Mathematics Ser. |
| ISBN: | 978-0-521-88651-2 |
| Publication Date: | Apr 2008 |
| Publisher: | Cambridge University Press
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| Book Format: | Hardback |
| List Price: | AUD $101.95 |
Book Description:
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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.
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.