Lectures on diffusion problems and partial differential equations / by S. R. S. Varadhan ; notes by Pl. Muthuramalingam, Tara R. Nanda

Auteur principal : Varadhan, S. R. Srinivasa, 1940-, AuteurAuteur secondaire : Muthuramalingam, Pl., Collaborateur • Nanda, Tara R., CollaborateurType de document : MonographieCollection : Lectures on mathematics and physics, 64Langue : anglais.Pays: Allemagne.Éditeur : Berlin : Springer-Verlag, 1980Description : 1 vol. (II-315 p.) : fig. ; 24 cmISBN: 3540087737.ISSN: 0970-6313.Bibliographie : Bibliogr. p. 314-315.Sujet MSC : 60J60, Probability theory and stochastic processes - Markov processes, Diffusion processes
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
35K05, PDEs - Parabolic equations and parabolic systems, Heat equation
Item type: Monographie
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Cours donnés au Tata Institute of Fundamental Research, Indian Institute of Science, à Bangalore, en juillet et aout 1977

Bibliogr. p. 314-315

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