Diffusions and Elliptic Operators is popular PDF and ePub book, written by Richard F. Bass in 2006-05-11, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Diffusions and Elliptic Operators can be Read Online from any device for your convenience.
Diffusions and Elliptic Operators Book PDF Summary
A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions. The author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators, as well as Martingale problems and the Malliavin calculus. While serving as a textbook for a graduate course on diffusion theory with applications to PDE, this will also be a valuable reference to researchers in probability who are interested in PDE, as well as for analysts interested in probabilistic methods.
Detail Book of Diffusions and Elliptic Operators PDF
- Author : Richard F. Bass
- Release : 11 May 2006
- Publisher : Springer Science & Business Media
- ISBN : 9780387226040
- Genre : Mathematics
- Total Page : 240 pages
- Language : English
- PDF File Size : 10,9 Mb
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