000			01694 a2200241 4500
999			_c54508 _d54508
008			210325b ||||| |||| 00| 0 eng d
020			_a9781107400528
082			_a515.353 _bSTR
100			_aStroock, Daniel W.
245			_aPartial differential equations for probabilists.
260			_bCambridge University Press, _c2012. _aCambridge:
300			_axv, 215 p. ; _bpb, _c23 cm.
365			_aGBP _b25.99
440			_aCambridge studies in advanced mathematics ; 112
504			_aIncludes bibliographical references (209-212) and index.
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
650			_aProbabilities
650			_aDifferential equations, Elliptic
650			_aDifferential equations, Parabolic
650			_aAnalysis
942			_2ddc _cTD