Markov Processes and Differential Equations
Asymptotic Problems
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 stochast…
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Produktdetails
- ISBN: 978-3-0348-9191-2
- EAN: 9783034891912
- Produktnummer: 37248164
- Verlag: Birkhäuser Basel
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 154 S.
- Plattform: PDF
- Auflage: 1996
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