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Partial Differential Equations for Probabilists

By: Daniel W. (Massachusetts Institute of Technology) Stroock (Author)

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Ksh 6,950.00

Format: Paperback or Softback

ISBN-13: 9781107400528

Publisher: Cambridge University Press

Publication Date: May 7th, 2012

Weight: 338 grams

Dimension: 15.20 x 22.60 x 1.60 cms

Category: Differential calculus & equations

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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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