An introduction to partial differential equations for probabilists
By: Daniel W. Stroock.
Series: Cambridge studies in advanced mathematics
Publisher: Cambridge University Press
Published: 2008
Place of publication: New York
Language: eng
Number of pages: 215
ISBN-13: 9780521886512
Subjects: Differential equations, Partial.; Differential equations, Parabolic.; Differential equations, Elliptic.; Probabilities.
Notes: Includes bibliographical references and index.
Table of contents: title: Kolmogorov's forward, basic results; title: Non-elliptic regularity results; title: Preliminary elliptic regularity results; title: Nash theory; title: Localization; title: On a manifold; title: Subelliptic estimates and Hörmander's theorem.