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Introduction to Differential Stochastic Equations - Publications of the Scuola Normale Superiore / Crm Series (Paperback)
  • Introduction to Differential Stochastic Equations - Publications of the Scuola Normale Superiore / Crm Series (Paperback)
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Introduction to Differential Stochastic Equations - Publications of the Scuola Normale Superiore / Crm Series (Paperback)

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£10.99
Paperback Published: 01/10/1995
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This volume collects the lecture notes of a twenty-hour introductory course on Differential Stochastic Equations. The lectures were designed for an audience having basic knowledge of Functional Analysis and Measure Theory but not familiar with Probability Theory. The main aim was to popularize the use of Probability among analysts interested in Parabolic Equations. We tried to focus on the idea that ordinary differential stochastic equations play the same role in the theory of second order parabolic equations as deterministic ordinary differential equations do in the study of first order partial differential equations, through the well-known characteristics method.

Publisher: Birkhauser Verlag AG
ISBN: 9788876422591
Dimensions: 240 x 170 mm

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