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Diffusions, superdiffusions, and partial differential equations Book

Diffusions, superdiffusions, and partial differential equations
Diffusions, superdiffusions, and partial differential equations, , Diffusions, superdiffusions, and partial differential equations has a rating of 3 stars
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Diffusions, superdiffusions, and partial differential equations, , Diffusions, superdiffusions, and partial differential equations
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  • Diffusions, superdiffusions, and partial differential equations
  • Written by author Dynkin
  • Published by Providence, RI : American Mathematical Society, 2002., 2002/04/11
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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. 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.


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