Partial differential equations for probabilists /
Stroock, Daniel W.
Cambridge : Cambridge University Press,
2012.
Includes bibliographical references (pages 209-212) and index.
Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem.
Differential equations, Partial.
Differential equations, Parabolic.
Differential equations, Elliptic.
Probabilities.