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Diffusions and Elliptic Operators (Hardback)
1997, ISBN: 0387983155, Preisentwicklung...
Gebundene Ausgabe
[EAN: 9780387983158], Neubuch, [PU: Springer-Verlag New York Inc., United States], Brand New Book with Free Worldwide Delivery ***** Print on Demand *****. A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions. The author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators, as well as Martingale problems and the Malliavin calculus. While serving as a textbook for a graduate course on diffusion theory with applications to PDE, this will also be a valuable reference to researchers in probability who are interested in PDE, as well as for analysts interested in probabilistic methods.
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The Book Depository, Guernsey, GY, United Kingdom [54837791] [Rating: 5] NEW BOOK Versandkosten: Versandkostenfrei (EUR 0.00) |
146.80 EUR
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Diffusions and Elliptic Operators
ISBN: 0387983155, Preisentwicklung...
Gebundene Ausgabe
[EAN: 9780387983158], [PU: SPVN], Science|Chemistry|General, Mathematics|Mathematical Analysis, Brand NEW unread book. This item is printed on demand. Perfectly bound book in mint condition. This hard cover print on demand book can incur an additional 1-2 working days handling time on top of the regular 2-3 working day delivery for UK standard delivery. Please note expedited shipping does not accelerate delivery times for print on demand books. We ship using Royal Mail or courier in the UK and Europe with tracking number for heavier or more valuable items. All USA orders have a shipment tracking number.This is author-approved bcc: This book discusses the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods in PDE. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE. After spending three chapters on probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions, the author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators. Martingale problems and the Malliavin calculus are presented in two other chapters. This book can be used as a textbook for a graduate course on diffusion theory with applications to PDE. It will also be a valuable reference to researchers in probability who are interested in PDE as well as for analysts who are interested in probabilistic methods. Richard F. Bass is Professor of Mathematics at the University of Washington. He has written many research papers on the topics covered by this book. Also Available: Richard F. Bass, Probabilistic Techniques in Analysis. Springer-Verlag New York, Inc, 0-387-94387-0This book will serve as a reference book for graduate students and researchers in probability theory or partial differential equations who want to learn more about the interplay of these two areas.Stochastic Differential Equations.- Representations of Solutions.- Regularity of Solutions.- One Dimensional Diffusions.- Nondivergence Form Operators.- Martingale Problems.- Divergence Form Operators.- The Malliavin Calculus.
| Books Express (Academic & Professional), Saffron Walden, ESS, United Kingdom [53379852] [Rating: 5] Versandkosten: EUR 4.48 |
119.13 EUR
Versand: 4.48 EUR
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Diffusions and Elliptic Operators (Probability and Its Applications)
1997, ISBN: 9780387983158, Preisentwicklung...
Gebundene Ausgabe
248 Seiten Gebundene Ausgabe Buch mit leichten Lagerspuren, ansonsten sehr guter, ungelesener Zustand. Englischsprachig. Mint condition, cover slightly shopworn. Versandkostenfreie Lieferung Integral equations, Probability & statistics, Partial Differential Equations, Stochastic Processes, Mathematics, Science/Mathematics, Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik, Mathematik, Wahrscheinlichkeitstheorie, Mathematics / Probability & Statistics / General, [PU:Springer, Berlin,]
| primatexxt Buchversand, 80804 München Versandkosten: Versandkostenfrei in der BRD (EUR 0.00) |
78.90 EUR
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