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Partial Differential Equations for Probabilists

By: (Author) Daniel W. Stroock

Manufactured on Demand
Delivery in 35 days

Ksh 10,600.00

Format: Hardback or Cased Book

ISBN-10: 0521886511

ISBN-13: 9780521886512

Series: Cambridge Studies in Advanced Mathematics

Publisher: Cambridge University Press

Imprint: Cambridge University Press

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Apr 28th, 2008

Print length: 232 Pages

Weight: 510 grams

Dimensions (height x width x thickness): 22.90 x 15.20 x 1.80 cms

Product Classification: Differential calculus & equations
Probability & statistics

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This book provides probabilists with sufficient background to begin applying PDEs to probability theory and probability theory to PDEs. It covers the theory of linear and second order PDEs of parabolic and elliptic type. While most of the techniques described have antecedents in probability theory, the book does cover a few purely analytic techniques.

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