Diffusions and Elliptic Operators

Language: English

Published by Springer New York Nov 1997, 1997

0387983155 / 9780387983158

Series: Book 5 of 35 - Probability and Its Applications

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -This is author-approved bcc: This book discusses the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods in PDE. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE. After spending three chapters on 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. Martingale problems and the Malliavin calculus are presented in two other chapters. This book can be used as a textbook for a graduate course on diffusion theory with applications to PDE. It will also be a valuable reference to researchers in probability who are interested in PDE as well as for analysts who are interested in probabilistic methods. 252 pp. Englisch.…

Seller Inventory # 9780387983158

Title
Diffusions and Elliptic Operators
Author
Richard F. Bass
Publisher
Springer New York Nov 1997
Publication year
1997
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0387983155
ISBN 13
9780387983158
Item weight
547 grams
Dimensions
241x160x19 mm
Series
Book 5 of 35: Probability and Its Applications

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany