Partial Differential Equations for Probabilists / Daniel W. Stroock.

This 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 proba...

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Bibliographic Details

Online Access:	Full Text (via Cambridge)
Main Author:	Stroock, Daniel W.
Format:	Electronic eBook
Language:	English
Published:	Cambridge : Cambridge University Press, 2008.
Series:	Cambridge studies in advanced mathematics ; no. 112.
Subjects:	Differential equations, Partial. Differential equations, Parabolic. Differential equations, Elliptic. Probabilities.