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Record Nr. |
UNINA9910453889603321 |
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Autore |
Stroock Daniel W. |
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Titolo |
Partial differential equations for probabalists [sic] / / Daniel W. Stroock [[electronic resource]] |
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Pubbl/distr/stampa |
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Cambridge : , : Cambridge University Press, , 2008 |
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ISBN |
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1-107-18681-1 |
1-281-94470-X |
9786611944704 |
0-511-45607-7 |
0-511-45738-3 |
0-511-45431-7 |
0-511-45336-1 |
0-511-75525-2 |
0-511-45535-6 |
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Descrizione fisica |
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1 online resource (xv, 215 pages) : digital, PDF file(s) |
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Collana |
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Cambridge studies in advanced mathematics ; ; 112 |
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Disciplina |
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Soggetti |
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Differential equations, Partial |
Differential equations, Parabolic |
Differential equations, Elliptic |
Probabilities |
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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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Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
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Nota di bibliografia |
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Includes bibliographical references (p. 209-212) and index. |
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Nota di contenuto |
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Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and HoĢrmander's theorem. |
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Sommario/riassunto |
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This book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of this material has been treated elsewhere, but it is rarely presented in a manner that makes it readily accessible to people whose background is probability theory. Many results are given new proofs designed for readers with limited expertise in analysis. The author covers the theory of linear, second order, partial differential equations of parabolic and elliptic types. Many of the techniques have |
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