Varadhan, S. R. S.

Lectures on diffusion problems and partial differential equations/ by S. R. S. Varadhan ; notes by Pl. Muthuramalingam, Tara R. Nanda. - Berlin ; New York: Springer-Verlag, 1980. - ii, 315 p.: ill.; 24 cm. - Lectures on mathematics and physics. 64. .

Spine title: Diffusion problems and partial differential equations. "Published for the Tata Institute of Fundamental Research, Bombay." These are notes based on the lectures given at the Tata Institute of Fundamental Research, which took place in July and August 1977, Bangalore.

Bibliography: p. 314-315.

0387087737 (U.S.)


Diffusion processes.
Differential equations, Partial.
Stochastic differential equations

515.35 / V287l