Functional Integration and Partial Differential Equations

AvMark Iosifovich Freidlin

Häftad, Engelska, 1985

Del i serien Annals of Mathematics Studies

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Beskrivning

This book discusses some aspects of the theory of partial differential equations from the viewpoint of probability theory. It is intended not only for specialists in partial differential equations or probability theory but also for specialists in asymptotic methods and in functional analysis. It is also of interest to physicists who use functional integrals in their research. The work contains results that have not previously appeared in book form, including research contributions of the author.

Produktinformation

Utgivningsdatum:1985-08-21
Mått:152 x 229 x 33 mm
Vikt:671 g
Format:Häftad
Språk:Engelska
Serie:Annals of Mathematics Studies
Antal sidor:560
Förlag:Princeton University Press
ISBN:9780691083629

Utforska kategorier

Beräkning och matematisk analys inom Naturvetenskap och teknik

Innehållsförteckning

*Frontmatter, pg. i*CONTENTS, pg. v*PREFACE, pg. viii*INTRODUCTION, pg. 1*I. STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED TOPICS, pg. 16*II. REPRESENTATION OF SOLUTIONS OF DIFFERENTIAL EQUATIONS AS FUNCTIONAL INTEGRALS AND THE STATEMENT OF BOUNDARY V A LU E PROBLEMS, pg. 117*III. BOUNDARY VALUE PROBLEMS FOR EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM, pg. 184*IV. SMALL PARAMETER IN SECOND-ORDER ELLIPTIC DIFFERENTIAL EQUATIONS, pg. 264*V. QUASI-LINEAR PARABOLIC EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM, pg. 352*VI. QUASI-LINEAR PARABOLIC EQUATIONS WITH SMALL PARAMETER. WAVE FRONTS PROPAGATION, pg. 395*VII. WAVE FRONT PROPAGATION IN PERIODIC AND RANDOM MEDIA, pg. 478*LIST OF NOTATIONS, pg. 531*REFERENCES, pg. 534*Backmatter, pg. 546