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 ...
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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.
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Add this copy of Brownian Motion and Index Formulas for the De Rham to cart. $120.00, good condition, Sold by HaroldsBooks rated 5.0 out of 5 stars, ships from Corydon, IA, UNITED STATES, published 1998 by Wiley-VCH.
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Seller's Description:
Good/No Jacket. 3527401393 Ex-Library Ex-library with the usual features. The interior is clean and tight. Binding and cover are good. The book has been rebound in a good hard cover. 215 pages.
