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About The Book
Description
Author
This book provides probabilists with sufficient background to begin applying PDEs to probability theory and probability theory to PDEs. It covers the theory of linear and second order PDEs of parabolic and elliptic type. While most of the techniques described have antecedents in probability theory the book does cover a few purely analytic techniques.
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Details
ISBN 13
9780521886512
Publication Date
-29-05-2008
Pages
-232
Weight
-408 grams
Dimensions
-152x229x17.46 mm
