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Diffusions and Elliptic Operators

Diffusions and Elliptic Operators

Richard F. Bass

48,03 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2013
Materia
Probabilidad y estadística
ISBN:
9781475771589
48,03 €
IVA incluido
Disponible

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Sobre IBD

This 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.

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Otros libros del autor

  • Diffusions and Elliptic Operators
    Richard F. Bass
    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....
    Disponible

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  • Diffusions and Elliptic Operators
    Richard F. Bass
    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....
  • Probabilistic Techniques in Analysis
    Richard F. Bass
    In recent years, there has been an upsurge of interest in using techniques drawn from probability to tackle problems in analysis. These applications arise in subjects such as potential theory, harmonic analysis, singular integrals, and the study of analytic functions. This book presents a modern survey of these methods at the level of a beginning Ph.D...