Diffusions and Elliptic Operators (Probability and Its Applications) - Softcover
Book 5 of 35: Probability and Its Applications
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This book will serve as a reference book for graduate students and researchers in probability theory or partial differential equations who want to learn more about the interplay of these two areas.
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Diffusions and Elliptic Operators (eng)
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Diffusions and Elliptic Operators (Probability and Its Applications)
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Diffusions and Elliptic Operators
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Springer New York Jul 2013, 2013
ISBN 10: 1475771592
ISBN 13: 9781475771596
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions. The author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators, as well as Martingale problems and the Malliavin calculus. While serving as a textbook for a graduate course on diffusion theory with applications to PDE, this will also be a valuable reference to researchers in probability who are interested in PDE, as well as for analysts interested in probabilistic methods. 252 pp. Englisch. Seller Inventory # 9781475771596
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Diffusions and Elliptic Operators
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilist. Seller Inventory # 4207716
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Diffusions and Elliptic Operators
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Springer-Verlag New York Inc., 2013
ISBN 10: 1475771592
ISBN 13: 9781475771596
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Diffusions and Elliptic Operators
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Taschenbuch. Condition: Neu. Diffusions and Elliptic Operators | Richard F. Bass | Taschenbuch | xiv | Englisch | 2013 | Springer | EAN 9781475771596 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Seller Inventory # 105565254
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Diffusions and Elliptic Operators
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Springer, Springer Jul 2013, 2013
ISBN 10: 1475771592
ISBN 13: 9781475771596
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book will serve as a reference book for graduate students and researchers in probability theory or partial differential equations who want to learn more about the interplay of these two areas.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 252 pp. Englisch. Seller Inventory # 9781475771596
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Diffusions and Elliptic Operators
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book will serve as a reference book for graduate students and researchers in probability theory or partial differential equations who want to learn more about the interplay of these two areas. Seller Inventory # 9781475771596
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