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Partial differential equations for probabalists [sic] /

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 proba...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Stroock, Daniel W.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 2008.
Colección:Cambridge studies in advanced mathematics ; 112.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Kolmogorov's forward, basic results
  • Non-elliptic regularity results
  • Preliminary elliptic regularity results
  • Nash theory
  • Localization
  • On a manifold
  • Subelliptic estimates and Hörmander's theorem.