Partial Differential Equations for Probabilists
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 readily accessible to people whose background is probability theory. Many results are given new proofs designed for readers with...more
Hardcover, 232 pages
Published April 28th 2008 by Cambridge University Press
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