Diffusions, Superdiffusions and Partial Differential Equations
Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for both probability theory and analysis. At the beginning, mostly analytic results were used by probabilists.
Well-organized text designed to complement graduate-level physics texts in classical mechanics, electricity, magnetism, and quantum mechanics. Topics include theory of vector spaces, analytic function theory, Green's function method of solving differential and partial differential equations, theory of groups, more. Many problems, suggestions for further reading.
The updated Handbook is an essential reference for researchers and students in applied mathematics, engineering, and physics. It provides quick access to important formulas, relations, and methods from algebra, trigonometric and exponential functions, combinatorics, probability, matrix theory, calculus and vector calculus, ordinary and partial differential equations, Fourier series, orthogonal polynomials, and Laplace transforms
