Functional Integration and Partial Differential Equations

Mark Iosifovich Freidlin

mar. 2016 · Annals of Mathematics Studies Bog 109 · Princeton University Press

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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.