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Functional Integration and Partial Differential Equations. (AM-109), Volume 109
Volume 109 in the series
Annals of Mathematics Studies
- Language: English
- Publisher: Princeton University Press
- Copyright year: 1985
- Audience: Professional and scholarly;College/higher education;
- Pages
- Main content: 560
- Keywords: Equation; Boundary value problem; Coefficient; Markov process; Differential equation; Theorem; Wiener process; Central limit theorem; Sign (mathematics); Dirichlet problem; Stochastic calculus; Linear differential equation; Derivative; Elliptic partial differential equation; Degeneracy (mathematics); Diffusion process; Lipschitz continuity; Integral equation; Partial differential equation; Ordinary differential equation; Stochastic differential equation; Continuous function (set theory); Elliptic operator; Probabilistic method; Mean value theorem; Girsanov theorem; Eigenfunction; Itô's lemma; Feynman–Kac formula; Direct method in the calculus of variations; Eigenvalues and eigenvectors; Modulus of continuity; Dirichlet boundary condition; Analytic continuation; Iterated logarithm; Differential operator; Continuous function; Laplace's equation; Fokker–Planck equation; Gaussian measure; Probability; Navier–Stokes equations; Schrödinger equation; Variable (mathematics); Existence theorem; Dimension (vector space); Hessian matrix; Simultaneous equations; Characteristic function (probability theory); Laplace operator; Smoothness; Exponential function; Parameter; Lebesgue measure; Limit (mathematics); Uniqueness theorem; Invariant measure; Integral curve; Joint probability distribution; A priori estimate; Bounded function; State-space representation; Regularization (mathematics); Moment (mathematics); Nonlinear system; Poisson kernel; Random function; Monotonic function; Markov chain; Measure (mathematics); Probability space; Hölder condition; Limit point; Stochastic; Linear map; Theory; Axiom; Self-adjoint operator; Cauchy problem; Weak convergence (Hilbert space); Markov property; Fundamental solution; Comparison theorem; Probability theory; Periodic function; Boundary (topology); Independence (probability theory); Big O notation; Maximum principle; Almost surely; Functional analysis; Calculation; Support (mathematics); Absolute continuity; Limit cycle; Cylinder set; Convergence of random variables; Diffusion equation; Function space; Chebyshev's inequality
eBook
- Published: March 2, 2016
- ISBN: 9781400881598
