Physics of rotating fluids : selected topics of the 11th International Couette-Taylor Workshop, held at Bremen, Germany, 20-23 July 1999
C Egbers, Gerd Pfister
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.
Kategori:
Tahun:
2000
Penerbit:
Springer
Bahasa:
english
Halaman:
443
ISBN 10:
3540675140
ISBN 13:
9783540675143
Nama seri:
Lecture notes in physics, 549
File:
PDF, 12.67 MB
IPFS:
,
english, 2000
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