000			01538 a2200205 4500
005			20181122154311.0
008			181122b xxu||||| |||| 00| 0 eng d
020			_a9781107400528
040			_cIIT Kanpur
041			_aeng
082			_a515.353 _bSt89p
100			_aStroock, Daniel W.
245			_aPartial differential equations for probabilists _cDaniel W. Stroock
260			_bCambridge University Press _c2008 _aCambridge
300			_axv, 215p
440			_aCambridge studies in advanced mathematics / edited by B. Bollobas; v.112
520			_aThis book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of this material has been treated elsewhere, but it is rarely presented in a manner that makes it readily accessible to people whose background is probability theory. Many results are given new proofs designed for readers with limited expertise in analysis. The author covers the theory of linear, second order, partial differential equations of parabolic and elliptic types. Many of the techniques have antecedents in probability theory, although the book also covers a few purely analytic techniques. In particular, a chapter is devoted to the De Giorgi–Moser–Nash estimates, and the concluding chapter gives an introduction to the theory of pseudodifferential operators and their application to hypoellipticity, including the famous theorem of Lars Hormander.
650			_aDifferential equations, Partial
942			_cBK
999			_c559539 _d559539