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1、P1:SBT9780521886512Printer:cupusbwCUUS177/Stroock-preJanuary23,20081:7CharCount=0ThispageintentionallyleftblankP1:SBT9780521886512Printer:cupusbwCUUS177/Stroock-preJanuary23,20081:7CharCount=0CAMBRIDGESTUDIESINADVANCEDMATHEMATICS112PARTIALDIFFERENTIALEQUATIONSFORPROBABALISTSThisbo
2、okdealswithequationsthathaveplayedacentralroleinthein-terplaybetweenpartialdifferentialequationsandprobabilitytheory.Mostofthismaterialhasbeentreatedelsewhere,butitisrarelypresentedinamannerthatmakesitreadilyaccessibletopeoplewhosebackgroundisprobabilitytheory.Manyresultsaregivenn
3、ewproofsdesignedforreaderswithlimitedexpertiseinanalysis.Theauthorcoversthetheoryoflinear,secondorder,partialdifferentialequationsofparabolicandelliptictypes.Manyofthetechniqueshavean-tecedentsinprobabilitytheory,althoughthebookalsocoversafewpurelyanalytictechniques.Inparticular,a
4、chapterisdevotedtotheDeGiorgi–Moser–Nashestimates,andtheconcludingchaptergivesanintroduc-tiontothetheoryofpseudodifferentialoperatorsandtheirapplicationtohypoellipticity,includingthefamoustheoremofLarsH¨ormander.iP1:SBT9780521886512Printer:cupusbwCUUS177/Stroock-preJanuary23,20081
5、:7CharCount=0CambridgeStudiesinAdvancedMathematicsEditorialBoard:B.Bollobas,W.Fulton,A.Katok,F.Kirwan,P.Sarnak,B.Simon,B.TotaroAllthetitleslistedbelowcanbeobtainedfromgoodbooksellersorfromCambridgeUniversityPress.Foracompleteserieslistingvisitwww.cambridge.org/series/sSeries.asp?c
6、ode=CSAMAlreadypublished82G.TourlakisLecturesinLogicandSetTheory,I83G.TourlakisLecturesinLogicandSetTheory,II84R.A.BaileyAssociationSchemes85J.Carlson,S.M¨uller-Stach&C.PetersPeriodMappingsandPeriodDomains86J.J.Duistermaat&J.A.C.KolkMultidimensionalRealAnalysisI87J.J.Duistermaat&J
7、.A.C.KolkMultidimensionalRealAnalysisII89M.Golumbic&A.TrenkToleranceGraphs90L.HarperGlobalMethodsforCombinatorialIsoperimetricProblems91I.Moerdijk&J.MrcunIntroductiontoFoliationsandLieGroupoids92J.Kollar,K.E.Smith&A.CortiRationalandNearlyRationalVarieties93D.ApplebaumLevyProcesses
8、andStochasticCalculus´94B.ConradM
