Functional Integration and Partial Differential Equations
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A priori estimate
A01=Mark Iosifovich Freidlin
Analytic continuation
Author_Mark Iosifovich Freidlin
Boundary value problem
Bounded function
Category=PBKJ
Central limit theorem
Characteristic function (probability theory)
Coefficient
Continuous function
Continuous function (set theory)
Degeneracy (mathematics)
Derivative
Differential equation
Differential operator
Diffusion process
Dimension (vector space)
Direct method in the calculus of variations
Dirichlet boundary condition
Dirichlet problem
Eigenfunction
Eigenvalues and eigenvectors
Elliptic operator
Elliptic partial differential equation
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Equation
Existence theorem
Exponential function
Feynman-Kac formula
Fokker-Planck equation
Gaussian measure
Girsanov theorem
Hessian matrix
Integral curve
Integral equation
Invariant measure
Iterated logarithm
Ito's lemma
Joint probability distribution
Laplace operator
Laplace's equation
Lebesgue measure
Limit (mathematics)
Linear differential equation
Lipschitz continuity
Markov chain
Markov process
Mean value theorem
Measure (mathematics)
Modulus of continuity
Moment (mathematics)
Monotonic function
Navier-Stokes equations
Nonlinear system
Ordinary differential equation
Parameter
Partial differential equation
Poisson kernel
Probabilistic method
Probability
Random function
Regularization (mathematics)
Schrodinger equation
Sign (mathematics)
Simultaneous equations
Smoothness
State-space representation
Stochastic calculus
Stochastic differential equation
Theorem
Uniqueness theorem
Variable (mathematics)
Wiener process
Product details
- ISBN 9780691083629
- Weight: 794g
- Dimensions: 152 x 229mm
- Publication Date: 21 Aug 1985
- Publisher: Princeton University Press
- Publication City/Country: US
- Product Form: Paperback
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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.
