03446nam 22007212 450 991045388960332120151005020622.01-107-18681-11-281-94470-X97866119447040-511-45607-70-511-45738-30-511-45431-70-511-45336-10-511-75525-20-511-45535-6(CKB)1000000000549793(EBL)377908(OCoLC)476208072(SSID)ssj0000218211(PQKBManifestationID)11912333(PQKBTitleCode)TC0000218211(PQKBWorkID)10212686(PQKB)10650077(UkCbUP)CR9780511755255(MiAaPQ)EBC377908(Au-PeEL)EBL377908(CaPaEBR)ebr10265020(CaONFJC)MIL194470(EXLCZ)99100000000054979320100422d2008|||| uy| 0engur|||||||||||txtrdacontentcrdamediacrrdacarrierPartial differential equations for probabalists [sic] /Daniel W. Stroock[electronic resource]Cambridge :Cambridge University Press,2008.1 online resource (xv, 215 pages) digital, PDF file(s)Cambridge studies in advanced mathematics ;112Title from publisher's bibliographic system (viewed on 05 Oct 2015).1-107-40052-X 0-521-88651-1 Includes bibliographical references (p. 209-212) and index.Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem.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 antecedents in probability theory, although the book also covers a few purely analytic techniques. In particular, a chapter is devoted to the De Giorgi-Moser-Nash estimates, and the concluding chapter gives an introduction to the theory of pseudodifferential operators and their application to hypoellipticity, including the famous theorem of Lars Hormander.Cambridge studies in advanced mathematics ;112.Differential equations, PartialDifferential equations, ParabolicDifferential equations, EllipticProbabilitiesDifferential equations, Partial.Differential equations, Parabolic.Differential equations, Elliptic.Probabilities.515/.353Stroock Daniel W.42628UkCbUPUkCbUPBOOK9910453889603321Partial differential equations for probabalists2450480UNINA