Product Description

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 easy to understand for 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 type. 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 DeGiorgi-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 Hörmander.

Product Details

• Amazon Sales Rank: #531622 in Books
• Published on: 2008-05-29
• Original language: English
• Binding: Hardcover
• 230 pages

About the Author
Daniel W. Stroock is the Simons Professor of Mathematics at the Massachusetts Institute of Technology. His introduction to the study of partial differential equations was at the Courant Institute of Mathematical Sciences in courses by L. Nirenberg, P. Lax, and F. John. He is a member of the National Academy of Sciences and was the recipient of the 1996 AMS Steele Prize for seminal research together with S. R. S. Varadhan. This is Professor Stroock’s seventh book.