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Partial Differential Equations for Probabilists - Daniel W. (Massachusetts Institute of Technology) Stroock - Bog

Bag om Partial Differential Equations for Probabilists

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781107400528
  • Indbinding:
  • Paperback
  • Sideantal:
  • 232
  • Udgivet:
  • 7. maj 2012
  • Størrelse:
  • 226x152x16 mm.
  • Vægt:
  • 338 g.
  • 8-11 hverdage.
  • 10. december 2024
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  • BLACK WEEK

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Partial Differential Equations for Probabilists

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.

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