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Partial differential equations for p...

Stroock, Daniel W.

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Partial differential equations for probabalists [sic]

Record Type:	Electronic resources : Monograph/item
Title/Author:	Partial differential equations for probabalists [sic]/ Daniel W. Stroock.
Author:	Stroock, Daniel W.
Published:	Cambridge :Cambridge University Press, : 2008.,
Description:	xv, 215 p. :ill., digital ;24 cm.
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
[NT 15003449]:	Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hormander's theorem.
Subject:	Differential equations, Partial. -
Online resource:	https://doi.org/10.1017/CBO9780511755255
ISBN:	9780511755255

Partial differential equations for probabalists [sic]
Stroock, Daniel W.

Partial differential equations for probabalists [sic][electronic resource] /Daniel W. Stroock. - Cambridge :Cambridge University Press,2008. - xv, 215 p. :ill., digital ;24 cm. - Cambridge studies in advanced mathematics ;112. - Cambridge studies in advanced mathematics ;112..

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hormander's theorem.

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.

ISBN: 9780511755255Subjects--Topical Terms:

518115
Differential equations, Partial.

LC Class. No.: QA377 / .S855 2008

Dewey Class. No.: 515.353

Partial differential equations for probabalists [sic]
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245 1 0 $a Partial differential equations for probabalists [sic] $h [electronic resource] / $c Daniel W. Stroock.
260 $a Cambridge : $b Cambridge University Press, $c 2008.
300 $a xv, 215 p. : $b ill., digital ; $c 24 cm.
490 1 $a Cambridge studies in advanced mathematics ; $v 112
500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 $a Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hormander's theorem.
520 $a 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.
650 0 $a Differential equations, Partial. $3 518115
650 0 $a Differential equations, Parabolic. $3 560916
650 0 $a Differential equations, Elliptic. $3 541859
650 0 $a Probabilities. $3 518889
830 0 $a Cambridge studies in advanced mathematics ; $v 112. $3 3470551
856 4 0 $u https://doi.org/10.1017/CBO9780511755255