Lectures on Diffusion Problems and Partial Differential Equations. Notes by P.L. Muthuramalingam and Tara R. Nanda.
Varadhan, S.R.S.
Springer-Verlag, for the Tata Institute of Fundamental Research, Bombay, Berlin, Heidelberg, New York, 1980
ISBN: 3540087737
€ 20,00
24.5 x 17 cm, softcover, vi, 316, (4) pages, Text in English, small signs of use, paper slightly browned, although very good condition, see picture.
Lecture notes from the TIFR, presenting a rigorous treatment of diffusion processes, Brownian motion, and their connections with partial differential equations. Covers stochastic integration, large deviations, and applications of the Feynman–Kac formula.
