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Focusing on the intersection of probability theory and partial differential equations (PDEs), this book equips probabilists with the foundational knowledge needed to effectively apply PDEs in their field and vice versa. It serves as a comprehensive guide for those looking to explore the dynamic relationship between these two areas of study, enhancing their understanding and practical application of both disciplines.
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Partial Differential Equations for Probabilists, Daniel W. Stroock
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- Pubblicato
- 2012
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