Functional Integration and Partial Differential Equations. (AM-109), Volume 109 / / Mark Iosifovich Freidlin.

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...

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Superior document:Title is part of eBook package: De Gruyter Princeton Annals of Mathematics eBook-Package 1940-2020
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Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2016]
©1985
Year of Publication:2016
Language:English
Series:Annals of Mathematics Studies ; 109
Online Access:
Physical Description:1 online resource (560 p.)
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100 1 |a Freidlin, Mark Iosifovich,   |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Functional Integration and Partial Differential Equations. (AM-109), Volume 109 /  |c Mark Iosifovich Freidlin. 
264 1 |a Princeton, NJ :   |b Princeton University Press,   |c [2016] 
264 4 |c ©1985 
300 |a 1 online resource (560 p.) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
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490 0 |a Annals of Mathematics Studies ;  |v 109 
505 0 0 |t Frontmatter --   |t CONTENTS --   |t PREFACE --   |t INTRODUCTION --   |t I. STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED TOPICS --   |t II. REPRESENTATION OF SOLUTIONS OF DIFFERENTIAL EQUATIONS AS FUNCTIONAL INTEGRALS AND THE STATEMENT OF BOUNDARY V A LU E PROBLEMS --   |t III. BOUNDARY VALUE PROBLEMS FOR EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM --   |t IV. SMALL PARAMETER IN SECOND-ORDER ELLIPTIC DIFFERENTIAL EQUATIONS --   |t V. QUASI-LINEAR PARABOLIC EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM --   |t VI. QUASI-LINEAR PARABOLIC EQUATIONS WITH SMALL PARAMETER. WAVE FRONTS PROPAGATION --   |t VII. WAVE FRONT PROPAGATION IN PERIODIC AND RANDOM MEDIA --   |t LIST OF NOTATIONS --   |t REFERENCES --   |t Backmatter 
506 0 |a restricted access  |u http://purl.org/coar/access_right/c_16ec  |f online access with authorization  |2 star 
520 |a 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. 
530 |a Issued also in print. 
538 |a Mode of access: Internet via World Wide Web. 
546 |a In English. 
588 0 |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 31. Jan 2022) 
650 0 |a Differential equations, Partial. 
650 0 |a Integration, Functional. 
650 0 |a Probabilities. 
650 7 |a MATHEMATICS / Differential Equations / Partial.  |2 bisacsh 
653 |a A priori estimate. 
653 |a Absolute continuity. 
653 |a Almost surely. 
653 |a Analytic continuation. 
653 |a Axiom. 
653 |a Big O notation. 
653 |a Boundary (topology). 
653 |a Boundary value problem. 
653 |a Bounded function. 
653 |a Calculation. 
653 |a Cauchy problem. 
653 |a Central limit theorem. 
653 |a Characteristic function (probability theory). 
653 |a Chebyshev's inequality. 
653 |a Coefficient. 
653 |a Comparison theorem. 
653 |a Continuous function (set theory). 
653 |a Continuous function. 
653 |a Convergence of random variables. 
653 |a Cylinder set. 
653 |a Degeneracy (mathematics). 
653 |a Derivative. 
653 |a Differential equation. 
653 |a Differential operator. 
653 |a Diffusion equation. 
653 |a Diffusion process. 
653 |a Dimension (vector space). 
653 |a Direct method in the calculus of variations. 
653 |a Dirichlet boundary condition. 
653 |a Dirichlet problem. 
653 |a Eigenfunction. 
653 |a Eigenvalues and eigenvectors. 
653 |a Elliptic operator. 
653 |a Elliptic partial differential equation. 
653 |a Equation. 
653 |a Existence theorem. 
653 |a Exponential function. 
653 |a Feynman-Kac formula. 
653 |a Fokker-Planck equation. 
653 |a Function space. 
653 |a Functional analysis. 
653 |a Fundamental solution. 
653 |a Gaussian measure. 
653 |a Girsanov theorem. 
653 |a Hessian matrix. 
653 |a Hölder condition. 
653 |a Independence (probability theory). 
653 |a Integral curve. 
653 |a Integral equation. 
653 |a Invariant measure. 
653 |a Iterated logarithm. 
653 |a Itô's lemma. 
653 |a Joint probability distribution. 
653 |a Laplace operator. 
653 |a Laplace's equation. 
653 |a Lebesgue measure. 
653 |a Limit (mathematics). 
653 |a Limit cycle. 
653 |a Limit point. 
653 |a Linear differential equation. 
653 |a Linear map. 
653 |a Lipschitz continuity. 
653 |a Markov chain. 
653 |a Markov process. 
653 |a Markov property. 
653 |a Maximum principle. 
653 |a Mean value theorem. 
653 |a Measure (mathematics). 
653 |a Modulus of continuity. 
653 |a Moment (mathematics). 
653 |a Monotonic function. 
653 |a Navier-Stokes equations. 
653 |a Nonlinear system. 
653 |a Ordinary differential equation. 
653 |a Parameter. 
653 |a Partial differential equation. 
653 |a Periodic function. 
653 |a Poisson kernel. 
653 |a Probabilistic method. 
653 |a Probability space. 
653 |a Probability theory. 
653 |a Probability. 
653 |a Random function. 
653 |a Regularization (mathematics). 
653 |a Schrödinger equation. 
653 |a Self-adjoint operator. 
653 |a Sign (mathematics). 
653 |a Simultaneous equations. 
653 |a Smoothness. 
653 |a State-space representation. 
653 |a Stochastic calculus. 
653 |a Stochastic differential equation. 
653 |a Stochastic. 
653 |a Support (mathematics). 
653 |a Theorem. 
653 |a Theory. 
653 |a Uniqueness theorem. 
653 |a Variable (mathematics). 
653 |a Weak convergence (Hilbert space). 
653 |a Wiener process. 
773 0 8 |i Title is part of eBook package:  |d De Gruyter  |t Princeton Annals of Mathematics eBook-Package 1940-2020  |z 9783110494914  |o ZDB-23-PMB 
773 0 8 |i Title is part of eBook package:  |d De Gruyter  |t Princeton University Press eBook-Package Archive 1927-1999  |z 9783110442496 
776 0 |c print  |z 9780691083629 
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