Diffusions and Elliptic Operators

Language: English

Published by Springer New York Jul 2013, 2013

1475771592 / 9781475771596

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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Softcover

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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

Title
Diffusions and Elliptic Operators
Author
Richard F. Bass
Publisher
Springer New York Jul 2013
Publication year
2013
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1475771592
ISBN 13
9781475771596
Item weight
388 grams
Dimensions
235x155x14 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.

Item5 to 15 business days5 to 15 business days
First itemUS$ 26.17US$ 26.17
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BuchWeltWeit Ludwig Meier e.K.

Germany