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

Format:

Book

Author/Creator:

Freĭdlin, M. I. (Mark Iosifovich), author.

Series:

Annals of mathematics studies ; Number 109.

Annals of Mathematics Studies ; 260

Language:

English

Subjects (All):

Differential equations, Partial.

Probabilities.

Integration, Functional.

Physical Description:

1 online resource (557 pages).

Place of Publication:

Princeton, NJ : Princeton University Press, [2016]

Language Note:

English

Summary:

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.

Contents:

Frontmatter

CONTENTS

PREFACE

INTRODUCTION

I. STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED TOPICS

II. REPRESENTATION OF SOLUTIONS OF DIFFERENTIAL EQUATIONS AS FUNCTIONAL INTEGRALS AND THE STATEMENT OF BOUNDARY V A LU E PROBLEMS

III. BOUNDARY VALUE PROBLEMS FOR EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM

IV. SMALL PARAMETER IN SECOND-ORDER ELLIPTIC DIFFERENTIAL EQUATIONS

V. QUASI-LINEAR PARABOLIC EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM

VI. QUASI-LINEAR PARABOLIC EQUATIONS WITH SMALL PARAMETER. WAVE FRONTS PROPAGATION

VII. WAVE FRONT PROPAGATION IN PERIODIC AND RANDOM MEDIA

LIST OF NOTATIONS

REFERENCES

Backmatter

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 08. Jul 2019)

ISBN:

9781400881598

1400881595

OCLC:

979728673