Partial Differential Equations for Probabilists
Book Details
Format
Hardback or Cased Book
Book Series
Cambridge Studies in Advanced Mathematics
ISBN-10
0521886511
ISBN-13
9780521886512
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Apr 28th, 2008
Print length
232 Pages
Weight
510 grams
Dimensions
22.90 x 15.20 x 1.80 cms
Product Classification:
Differential calculus & equationsProbability & statistics
Ksh 11,150.00
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This book provides probabilists with sufficient background to begin applying PDEs to probability theory and probability theory to PDEs. It covers the theory of linear and second order PDEs of parabolic and elliptic type. While most of the techniques described have antecedents in probability theory, the book does cover a few purely analytic techniques.
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