**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

**Foundations Of Potential Theory**

by

**Oliver Dimon Kellog**-

**Springer**

The present volume gives a systematic treatment of potential functions. It has a purpose to serve as an introduction for students and to provide the reader with the fundamentals of the subject, so that he may proceed immediately to the applications.

(

**2773**views)

**Tensor Techniques in Physics: a concise introduction**

by

**Roy McWeeny**-

**Learning Development Institute**

Contents: Linear vector spaces; Elements of tensor algebra; The tensor calculus (Volume elements, tensor densities, and volume integrals); Applications in Relativity Theory (Elements of special relativity, Tensor form of Maxwell's equations).

(

**9571**views)

**Lectures on Three-Dimensional Elasticity**

by

**P. G. Ciarlet**-

**Tata Institute of Fundamental Research**

In this book a non-linear system of partial differential equations will be established as a mathematical model of elasticity. An energy functional will be established and existence results will be studied in the second chapter.

(

**5992**views)

**Topics in Spectral Theory**

by

**Vojkan Jaksic**-

**McGill University**

The subject of these lecture notes is spectral theory of self-adjoint operators and some of its applications to mathematical physics. The main theme is the interplay between spectral theory of self-adjoint operators and classical harmonic analysis.

(

**6056**views)