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035   $a(DE-B1597)9781400881598
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100   $a20190708d2016      fg              
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt
182   $cc
183   $acr
200 10$aFunctional Integration and Partial Differential Equations. (AM-109), Volume 109 /$fMark Iosifovich Freidlin
210  1$aPrinceton, NJ : $cPrinceton University Press, $d[2016]
210  4$d©1985
215   $a1 online resource (557 pages)
225 0 $aAnnals of Mathematics Studies ;$v260
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a0-691-08362-2 
311   $a0-691-08354-1 
320   $aIncludes bibliographical references.
327   $tFrontmatter -- $tCONTENTS -- $tPREFACE -- $tINTRODUCTION -- $tI. STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED TOPICS -- $tII. REPRESENTATION OF SOLUTIONS OF DIFFERENTIAL EQUATIONS AS FUNCTIONAL INTEGRALS AND THE STATEMENT OF BOUNDARY V A LU E PROBLEMS -- $tIII. BOUNDARY VALUE PROBLEMS FOR EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM -- $tIV. SMALL PARAMETER IN SECOND-ORDER ELLIPTIC DIFFERENTIAL EQUATIONS -- $tV. QUASI-LINEAR PARABOLIC EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM -- $tVI. QUASI-LINEAR PARABOLIC EQUATIONS WITH SMALL PARAMETER. WAVE FRONTS PROPAGATION -- $tVII. WAVE FRONT PROPAGATION IN PERIODIC AND RANDOM MEDIA -- $tLIST OF NOTATIONS -- $tREFERENCES -- $tBackmatter
330   $aThis book discusses some aspects of the theory of partial differential equations from the viewpoint of probability theory. It is intended not only for specialists in partial differential equations or probability theory but also for specialists in asymptotic methods and in functional analysis. It is also of interest to physicists who use functional integrals in their research. The work contains results that have not previously appeared in book form, including research contributions of the author.
410  0$aAnnals of mathematics studies ;$vNumber 109.
606   $aDifferential equations, Partial
606   $aProbabilities
606   $aIntegration, Functional
610   $aA priori estimate.
610   $aAbsolute continuity.
610   $aAlmost surely.
610   $aAnalytic continuation.
610   $aAxiom.
610   $aBig O notation.
610   $aBoundary (topology).
610   $aBoundary value problem.
610   $aBounded function.
610   $aCalculation.
610   $aCauchy problem.
610   $aCentral limit theorem.
610   $aCharacteristic function (probability theory).
610   $aChebyshev's inequality.
610   $aCoefficient.
610   $aComparison theorem.
610   $aContinuous function (set theory).
610   $aContinuous function.
610   $aConvergence of random variables.
610   $aCylinder set.
610   $aDegeneracy (mathematics).
610   $aDerivative.
610   $aDifferential equation.
610   $aDifferential operator.
610   $aDiffusion equation.
610   $aDiffusion process.
610   $aDimension (vector space).
610   $aDirect method in the calculus of variations.
610   $aDirichlet boundary condition.
610   $aDirichlet problem.
610   $aEigenfunction.
610   $aEigenvalues and eigenvectors.
610   $aElliptic operator.
610   $aElliptic partial differential equation.
610   $aEquation.
610   $aExistence theorem.
610   $aExponential function.
610   $aFeynman?Kac formula.
610   $aFokker?Planck equation.
610   $aFunction space.
610   $aFunctional analysis.
610   $aFundamental solution.
610   $aGaussian measure.
610   $aGirsanov theorem.
610   $aHessian matrix.
610   $aHölder condition.
610   $aIndependence (probability theory).
610   $aIntegral curve.
610   $aIntegral equation.
610   $aInvariant measure.
610   $aIterated logarithm.
610   $aItô's lemma.
610   $aJoint probability distribution.
610   $aLaplace operator.
610   $aLaplace's equation.
610   $aLebesgue measure.
610   $aLimit (mathematics).
610   $aLimit cycle.
610   $aLimit point.
610   $aLinear differential equation.
610   $aLinear map.
610   $aLipschitz continuity.
610   $aMarkov chain.
610   $aMarkov process.
610   $aMarkov property.
610   $aMaximum principle.
610   $aMean value theorem.
610   $aMeasure (mathematics).
610   $aModulus of continuity.
610   $aMoment (mathematics).
610   $aMonotonic function.
610   $aNavier?Stokes equations.
610   $aNonlinear system.
610   $aOrdinary differential equation.
610   $aParameter.
610   $aPartial differential equation.
610   $aPeriodic function.
610   $aPoisson kernel.
610   $aProbabilistic method.
610   $aProbability space.
610   $aProbability theory.
610   $aProbability.
610   $aRandom function.
610   $aRegularization (mathematics).
610   $aSchrödinger equation.
610   $aSelf-adjoint operator.
610   $aSign (mathematics).
610   $aSimultaneous equations.
610   $aSmoothness.
610   $aState-space representation.
610   $aStochastic calculus.
610   $aStochastic differential equation.
610   $aStochastic.
610   $aSupport (mathematics).
610   $aTheorem.
610   $aTheory.
610   $aUniqueness theorem.
610   $aVariable (mathematics).
610   $aWeak convergence (Hilbert space).
610   $aWiener process.
615  0$aDifferential equations, Partial.
615  0$aProbabilities.
615  0$aIntegration, Functional.
676   $a515.3/53
700   $aFreidlin$b Mark Iosifovich, $0535210
801  0$bDE-B1597
801  1$bDE-B1597
906   $aBOOK
912   $a9910154753703321
996   $aFunctional Integration and Partial Differential Equations. (AM-109), Volume 109$92787593
997   $aUNINA