000 02526nam a22003978i 4500
001 CR9780511755255
003 UkCbUP
005 20200124160224.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 100422s2008||||enk o ||1 0|eng|d
020 _a9780511755255 (ebook)
020 _z9780521886512 (hardback)
020 _z9781107400528 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA377
_b.S855 2008
082 0 0 _a515/.353
_222
100 1 _aStroock, Daniel W.,
_eauthor.
245 1 0 _aPartial differential equations for probabalists [sic] /
_cDaniel W. Stroock.
264 1 _aCambridge :
_bCambridge University Press,
_c2008.
300 _a1 online resource (xv, 215 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aCambridge studies in advanced mathematics ;
_v112
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 _aKolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem.
520 _aThis 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.
650 0 _aDifferential equations, Partial.
650 0 _aDifferential equations, Parabolic.
650 0 _aDifferential equations, Elliptic.
650 0 _aProbabilities.
776 0 8 _iPrint version:
_z9780521886512
830 0 _aCambridge studies in advanced mathematics ;
_v112.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511755255
999 _c517045
_d517043