Brownian Motion and Index Formulas for the De Rham Complex
Kazuaki Taira
This book is an easy-to-read reference providing a link between partial differential equations (pde), stochastic analysis, and index theory. Most mathematicians working in pde are only vaguely familiar with the powerful ideas of stochastic analysis. On the other hand, the additional intuition which Taira´s book conveys might provide better insight and be helpful for their work.
In addition, the book provides a nice compendium for a large variety of facts from differential geometry, functional analysis, pseudodifferential operators, and Markov processes - for quickly looking up a theorem.
In addition, the book provides a nice compendium for a large variety of facts from differential geometry, functional analysis, pseudodifferential operators, and Markov processes - for quickly looking up a theorem.
Categorie:
Volume:
86
Anno:
1998
Edizione:
1
Casa editrice:
Wiley VCH
Lingua:
english
Pagine:
122
ISBN 10:
3527401393
ISBN 13:
9783527401390
Collana:
Mathematical Research
File:
PDF, 52.58 MB
IPFS:
,
english, 1998
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