**Lectures on Diffusion Problems and Partial Differential Equations**

by S.R.S. Varadhan

**Publisher**: Tata Institute of Fundamental Research 1989**ISBN/ASIN**: 3540087737**ISBN-13**: 9783540087731**Number of pages**: 324

**Description**:

Starting from Brownian Motion, the lectures quickly got into the areas of Stochastic Differential Equations and Diffusion Theory. An attempt was made to introduce to the students diverse aspects of the theory. The last section on Martingales is based on some additional lectures given by K. Ramamurthy of the Indian Institute of Science.

Download or read it online for free here:

**Download link**

(1.2MB, PDF)

## Similar books

**Clifford Algebra, Geometric Algebra, and Applications**

by

**Douglas Lundholm, Lars Svensson**-

**arXiv**

These are lecture notes for a course on the theory of Clifford algebras. The various applications include vector space and projective geometry, orthogonal maps and spinors, normed division algebras, as well as simplicial complexes and graph theory.

(

**9426**views)

**Navier-Stokes Equations: On the Existence and the Search Method for Global Solutions**

by

**Solomon I. Khmelnik**-

**MiC**

In this book we formulate and prove the variational extremum principle for viscous incompressible and compressible fluid, from which principle follows that the Navier-Stokes equations represent the extremum conditions of a certain functional.

(

**5905**views)

**Euclidean Random Matrices and Their Applications in Physics**

by

**A. Goetschy, S.E. Skipetrov**-

**arXiv**

We review the state of the art of the theory of Euclidean random matrices, focusing on the density of their eigenvalues. Both Hermitian and non-Hermitian matrices are considered and links with simpler random matrix ensembles are established.

(

**4093**views)

**Graph and Network Theory in Physics: A Short Introduction**

by

**Ernesto Estrada**-

**arXiv**

Text consisting of some of the main areas of research in graph theory applied to physics. It includes graphs in condensed matter theory, such as the tight-binding and the Hubbard model. It follows the study of graph theory and statistical physics...

(

**5412**views)