| Description |
1 online resource (xv, 215 pages). |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
Cambridge studies in advanced mathematics ; 112
|
|
Cambridge studies in advanced mathematics ; 112.
|
| Bibliography |
Includes bibliographical references (pages 209-212) and index. |
| Contents |
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. |
| Summary |
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. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Differential equations, Partial.
|
|
Differential equations, Partial. |
|
Differential equations, Parabolic.
|
|
Differential equations, Parabolic. |
|
Differential equations, Elliptic.
|
|
Differential equations, Elliptic. |
|
Probabilities.
|
|
Probabilities. |
| Genre/Form |
Electronic book.
|
|
Electronic books.
|
| Cover Title |
Partial differential equations for probabilists |
| Other Form: |
Print version: Stroock, Daniel W. Partial differential equations for probabalists [sic]. Cambridge ; New York : Cambridge University Press, 2008 9780521886512 0521886511 (DLC) 2007048751 (OCoLC)182662712 |
| ISBN |
9780511457388 (electronic book) |
|
0511457383 (electronic book) |
|
0511456077 (electronic book) |
|
9780511456077 (electronic book) |
|
9780521886512 (hardback) |
|
0521886511 (hardback) |
|
9780511454318 (ebook) |
|
0511454317 (ebook) |
| Standard No. |
9786611944704 |
|
