Timeline for PDE-oriented textbook on probability and random processes?
Current License: CC BY-SA 3.0
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| Feb 17, 2018 at 17:17 | comment | added | leo monsaingeon | Thanks. I suspect indeed that "there are one or two chapters regarding the link between PDE and Brownian motion" in any probability textbook, but that's precisely NOT what I'm looking for: I don't want to have to learn a whole lot of probability for the sake of it before I can start digging into connections with PDEs for a couple of chapters only. I'll look into Stroock's book ASAP, though. | |
| Feb 16, 2018 at 23:25 | history | answered | user69642 | CC BY-SA 3.0 |