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Markov Processes and Differential Equations
Mark I. Freidlin
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Description for Markov Processes and Differential Equations
Paperback. This volume presents new results in probability theory and partial differential equations related to asymptotic Series: Lectures in Mathematics. ETH Zurich. Num Pages: 154 pages, 2 black & white illustrations, biography. BIC Classification: PBKJ; PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 8. Weight in Grams: 600.
Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. Due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and Markov processes on the other, many problems in PDE's can be reformulated as problems for corresponding stochastic processes and vice versa. In the present book four classes of problems are considered: - the Dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic ... Read more
Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. Due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and Markov processes on the other, many problems in PDE's can be reformulated as problems for corresponding stochastic processes and vice versa. In the present book four classes of problems are considered: - the Dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic ... Read more
Product Details
Format
Paperback
Publication date
1996
Publisher
Birkhauser Verlag AG Switzerland
Number of pages
154
Condition
New
Series
Lectures in Mathematics. ETH Zurich
Number of Pages
154
Place of Publication
Basel, Switzerland
ISBN
9783764353926
SKU
V9783764353926
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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