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    Functional Integration and Partial Differential Equations. (AM-109), Volume 109

    Functional Integration and Partial Differential Equations. (AM-109), Volume 109

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    Bog E-bog
    • Format
    • Bog, paperback
    • Engelsk

    Beskrivelse

    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.

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  • Vægt794 g
    • coffee cup img
    10 cm
    book img
    15,2 cm
    22,9 cm

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    Equation Navier-Stokes equations Central limit theorem Fokker-Planck equation Dirichlet problem Probability Continuous function Boundary value problem Markov process Gaussian measure Linear differential equation Nonlinear system Exponential function Monotonic Function Lebesgue measure Eigenvalues and Eigenvectors Ordinary differential equation Wiener process Existence theorem Feynman-Kac formula Markov chain Poisson kernel Theorem Parameter Laplace-Operator Derivative Stochastic differential equation Smoothness Diffusion process Elliptic operator Girsanov theorem Probabilistic method Stochastic calculus State-space Representation Analytic Continuation Random function Differential equation Integral equation Partial differential equation Schroedinger Equation Lipschitz continuity Invariant measure Mean value theorem Laplace's Equation Coefficient Simultaneous Equations Eigenfunction A priori estimate Bounded function Characteristic function (probability theory) Dimension (vector space) Degeneracy (mathematics) Continuous function (set theory) differential operator Dirichlet Boundary Condition Direct method in the calculus of variations Integral Curve Joint probability distribution Elliptic partial differential equation Hessian Matrix Regularization (mathematics) Iterated Logarithm Limit (mathematics) Sign (mathematics) Variable (mathematics) Measure (mathematics) Modulus of continuity Moment (mathematics) Uniqueness theorem

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