Partial Differential Equations for Probabilists
Book Details
Format
Paperback / Softback
Book Series
Cambridge Studies in Advanced Mathematics
ISBN-10
110740052X
ISBN-13
9781107400528
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 7th, 2012
Print length
232 Pages
Weight
338 grams
Dimensions
15.20 x 22.60 x 1.60 cms
Product Classification:
Differential calculus & equationsProbability & statistics
Ksh 6,850.00
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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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