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Partial Differential Equations for Probabilists.

Explains the theory of linear and second order PDEs of parabolic and elliptic type.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Stroock, Daniel W.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Leiden : Cambridge University Press, 2008.
Colección:Cambridge Studies in Advanced Mathematics, 112.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; Half-title; Title; Copyright; Dedication; Contents; Preface; Chapter 1 Kolmogorov's Forward, Basic Results; Chapter 2 Non-Elliptic Regularity Results; Chapter 3 Preliminary Elliptic Regularity Results; Chapter 4 Nash Theory; Chapter 5 Localization; Chapter 6 On a Manifold; Chapter 7 Subelliptic Estimates and Hörmander's Theorem; Notation; Index.