Isbn: 9780821831748 - diffusions, superdiffusions, and partial differential equations (13 risultati)

Hardcover. Condizione: ex library-very good +. COLL 50. xi, 236 p. 26 cm. Ex library with labels on spine and front, ink stamps on top edge and title.

Condizione: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condizione: New.

Hardback. Condizione: New. Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for both probability theory and analysis. At the beginning, mostly analytic results were used by probabilists. More recently, analysts (and physicists) took inspiration from the probabilistic approach. Of course, the development of analysis in general and of the theory of partial differential equations in particular, was motivated to a great extent by problems in physics. A difference between physics and probability is that the latter provides not only an intuition, but also rigorous mathematical tools for proving theorems. The subject of this book is connections between linear and semilinear differential equations and the corresponding Markov processes called diffusions and superdiffusions.Most of the book is devoted to a systematic presentation (in a more general setting, with simplified proofs) of the results obtained since 1988 in a series of papers of Dynkin and Dynkin and Kuznetsov. Many results obtained originally by using superdiffusions are extended in the book to more general equations by applying a combination of diffusions with purely analytic methods. Almost all chapters involve a mixture of probability and analysis. Similar to the other books by Dynkin, ""Markov Processes"" (Springer-Verlag), ""Controlled Markov Processes"" (Springer-Verlag), and ""An Introduction to Branching Measure-Valued Processes"" (American Mathematical Society), this book can become a classical account of the presented topics.…

Condizione: New. Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for probability theory and analysis. This book shows connections between linear and semilinear differential equations and the corresponding Markov processes called diffusions and superdiffusions. Series: Colloquium Publications. Num Pages: 240 pages, bibliography, index. BIC Classification: PBKJ; PBWL. Category: (P) Professional & Vocational. Dimension: 254 x 184. Weight in Grams: 765. . 2002. Hardcover. . . . .…

Hardcover. Condizione: Brand New. 236 pages. 10.00x7.25x0.75 inches. In Stock.

Condizione: As New. Unread book in perfect condition.

Condizione: Good. Volume 50. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:9780821831748.…

Condizione: New. Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for probability theory and analysis. This book shows connections between linear and semilinear differential equations and the corresponding Markov processes called diffusions and superdiffusions. Series: Colloquium Publications. Num Pages: 240 pages, bibliography, index. BIC Classification: PBKJ; PBWL. Category: (P) Professional & Vocational. Dimension: 254 x 184. Weight in Grams: 765. . 2002. Hardcover. . . . . Books ship from the US and Ireland.…

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New. In English.

Hardback. Condizione: New. Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for both probability theory and analysis. At the beginning, mostly analytic results were used by probabilists. More recently, analysts (and physicists) took inspiration from the probabilistic approach. Of course, the development of analysis in general and of the theory of partial differential equations in particular, was motivated to a great extent by problems in physics. A difference between physics and probability is that the latter provides not only an intuition, but also rigorous mathematical tools for proving theorems. The subject of this book is connections between linear and semilinear differential equations and the corresponding Markov processes called diffusions and superdiffusions.Most of the book is devoted to a systematic presentation (in a more general setting, with simplified proofs) of the results obtained since 1988 in a series of papers of Dynkin and Dynkin and Kuznetsov. Many results obtained originally by using superdiffusions are extended in the book to more general equations by applying a combination of diffusions with purely analytic methods. Almost all chapters involve a mixture of probability and analysis. Similar to the other books by Dynkin, ""Markov Processes"" (Springer-Verlag), ""Controlled Markov Processes"" (Springer-Verlag), and ""An Introduction to Branching Measure-Valued Processes"" (American Mathematical Society), this book can become a classical account of the presented topics.…