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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

MARC

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245 1 0 |a Partial differential equations for probabalists [sic] /  |c Daniel W. Stroock. 
246 1 4 |a Partial differential equations for probabilists 
260 |a Cambridge ;  |a New York :  |b Cambridge University Press,  |c 2008. 
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490 1 |a Cambridge studies in advanced mathematics ;  |v 112 
504 |a Includes bibliographical references (pages 209-212) and index. 
505 0 |a 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. 
588 0 |a Print version record. 
520 |a 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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650 0 |a Differential equations, Partial. 
650 0 |a Differential equations, Parabolic. 
650 0 |a Differential equations, Elliptic. 
650 0 |a Probabilities. 
650 6 |a Équations aux dérivées partielles. 
650 6 |a Équations différentielles paraboliques. 
650 6 |a Équations différentielles elliptiques. 
650 6 |a Probabilités. 
650 7 |a probability.  |2 aat 
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650 7 |a Differential equations, Elliptic.  |2 fast  |0 (OCoLC)fst00893458 
650 7 |a Differential equations, Parabolic.  |2 fast  |0 (OCoLC)fst00893480 
650 7 |a Differential equations, Partial.  |2 fast  |0 (OCoLC)fst00893484 
650 7 |a Probabilities.  |2 fast  |0 (OCoLC)fst01077737 
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830 0 |a Cambridge studies in advanced mathematics ;  |v 112. 
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