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Record Nr. |
UNINA9910154753703321 |
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Autore |
Freidlin Mark Iosifovich |
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Titolo |
Functional Integration and Partial Differential Equations. (AM-109), Volume 109 / / Mark Iosifovich Freidlin |
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Pubbl/distr/stampa |
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Princeton, NJ : , : Princeton University Press, , [2016] |
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©1985 |
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ISBN |
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Descrizione fisica |
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1 online resource (557 pages) |
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Collana |
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Annals of Mathematics Studies ; ; 260 |
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Disciplina |
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Soggetti |
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Differential equations, Partial |
Probabilities |
Integration, Functional |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Frontmatter -- CONTENTS -- PREFACE -- INTRODUCTION -- I. STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED TOPICS -- II. REPRESENTATION OF SOLUTIONS OF DIFFERENTIAL EQUATIONS AS FUNCTIONAL INTEGRALS AND THE STATEMENT OF BOUNDARY V A LU E PROBLEMS -- III. BOUNDARY VALUE PROBLEMS FOR EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM -- IV. SMALL PARAMETER IN SECOND-ORDER ELLIPTIC DIFFERENTIAL EQUATIONS -- V. QUASI-LINEAR PARABOLIC EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM -- VI. QUASI-LINEAR PARABOLIC EQUATIONS WITH SMALL PARAMETER. WAVE FRONTS PROPAGATION -- VII. WAVE FRONT PROPAGATION IN PERIODIC AND RANDOM MEDIA -- LIST OF NOTATIONS -- REFERENCES -- Backmatter |
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Sommario/riassunto |
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This book discusses some aspects of the theory of partial differential equations from the viewpoint of probability theory. It is intended not only for specialists in partial differential equations or probability theory but also for specialists in asymptotic methods and in functional analysis. It is also of interest to physicists who use functional integrals in their research. The work contains results that have not previously appeared in book form, including research contributions of the author. |
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