Functional integration and partial differential equations

書誌事項

Functional integration and partial differential equations

by Mark Freidlin

(Annals of mathematics studies, no. 109)

Princeton University Press, 1985

  • : pbk

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注記

Bibliography: p. 534-545

内容説明・目次

巻冊次

ISBN 9780691083544

内容説明

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.
巻冊次

: pbk ISBN 9780691083629

内容説明

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.

目次

*Frontmatter, pg. i*CONTENTS, pg. v*PREFACE, pg. viii*INTRODUCTION, pg. 1*I. STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED TOPICS, pg. 16*II. REPRESENTATION OF SOLUTIONS OF DIFFERENTIAL EQUATIONS AS FUNCTIONAL INTEGRALS AND THE STATEMENT OF BOUNDARY V A LU E PROBLEMS, pg. 117*III. BOUNDARY VALUE PROBLEMS FOR EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM, pg. 184*IV. SMALL PARAMETER IN SECOND-ORDER ELLIPTIC DIFFERENTIAL EQUATIONS, pg. 264*V. QUASI-LINEAR PARABOLIC EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM, pg. 352*VI. QUASI-LINEAR PARABOLIC EQUATIONS WITH SMALL PARAMETER. WAVE FRONTS PROPAGATION, pg. 395*VII. WAVE FRONT PROPAGATION IN PERIODIC AND RANDOM MEDIA, pg. 478*LIST OF NOTATIONS, pg. 531*REFERENCES, pg. 534*Backmatter, pg. 546

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