Literature for Brownian motion and its application to PDEs


Link to the Homepage: Brownian Motion and its Application to PDES


no image available Freidlin, Mark Iosifovich
Functional integration and partial differential equations
Princeton University Press 1985
  • print: AOMS 109
no image available Karatzas, Ioannis and Shreve, Steven E.
Brownian motion and stochastic calculus
Springer 2000
no image available Lörinczi, Jozsef
Feynman-Kac-Type Theorems and Gibbs Measures on Path Space
DeGruyter 2019
no image available Metzler, Ralf
The random walk's guide to anomalous diffusion
Elsevier 2000
no image available Øksendal, Bernt K.
Stochastic differential equations -
an introduction with applications

Springer 2010
no image available Simon, Barry
Methods of modern mathematical physics -
Vol. 2 Fourier analysis, self-adjointness

New York Academic Press 1975
  • print: REE m 1975:1 1. Ex
no image available Schilling, Rene
Brownian motion-
An introduction to stochastic processes

DeGruyter 2012
  • print: SchIL r 2012:1 1.Ex
no image available Simon, Barry
Functional integration and quantum physics
American Mathematical Society 2005
  • print: Folgt
no image available Jaffe, Arthur
Communications in mathematical physics -
Sur une Resolution Stochastique de l'Equation de Schrödinger p. 247-264

Springer 1980
  • print: Z 775 1980 3