SUPERDIFFUSIONS AND POSITIVE SOLUTIONS OF NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS by E. B. Dynkin ( 9780821836828 )

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Title:

SUPERDIFFUSIONS AND POSITIVE SOLUTIONS OF NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS

By:

E. B. Dynkin

Format:

Paperback

List price:

£61.00

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£54.90

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£6.10

ISBN 10:

082183682X

ISBN 13:

9780821836828

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Publisher:

AMERICAN MATHEMATICAL SOCIETY

Pub. date:

15 October, 2004

Series:

University Lecture Series No. 34

Pages:

120

Description:

Focuses on the applications of probability theory to the theory of nonlinear partial differential equations. This book is suitable for graduate students and research mathematicians interested in probability theory and its applications to differential equations.

Synopsis:

This book is devoted to the applications of probability theory to the theory of nonlinear partial differential equations. More precisely, it is shown that all positive solutions for a class of nonlinear elliptic equations in a domain are described in terms of their traces on the boundary of the domain. The main probabilistic tool is the theory of superdiffusions, which describes a random evolution of a cloud of particles. A substantial enhancement of this theory is presented that will be of interest to anyone who works on applications of probabilistic methods to mathematical analysis. The book is suitable for graduate students and research mathematicians interested in probability theory and its applications to differential equations. Also of interest by this author is ""Diffusions, Superdiffusions and Partial Differential Equations"" in the ""AMS"" series, Colloquium Publications.

Publication:

Imprint:

American Mathematical Society

Returns:

Returnable

Some other items by this author:

AN INTRODUCTION TO BRANCHING MEASURE-VALUED PROCESSES (PB)

CONTROLLED MARKOV PROCESSES (PB)

DIFFUSIONS, SUPERDIFFUSIONS AND PARTIAL DIFFERENTIAL EQUATIONS (HB)

ELEVEN PAPERS TRANSLATED FROM THE RUSSIAN (HB)

MARKOV PROCESSES (PB)

MARKOV PROCESSES AND RELATED PROBLEMS OF ANALYSIS