Textbook recommendation

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Anonymous
Textbook recommendation 2017-06-05 07:35:01 Post No. 8958712
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Textbook recommendation Anonymous 2017-06-05 07:35:01 Post No. 8958712 [Report]

Are there any good books on the connection between probability theory and PDEs?

In almost every textbook on probability I read, they state with some kind of random process (Markov Chain, n-dimensional random walk, Brownian motion) that it is also the solution to some PDE or something. Now I really want to know more about how these two fields tie in together. Does anyone have recommendations?

Anonymous 2017-06-05 08:05:13 Post No.8958790
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Anonymous 2017-06-05 08:05:13 Post No.8958790 [Report]

>>8958712
http://4chan-science.wikia.com/wiki/Mathematics#Stochastic_Calculus

Anonymous 2017-06-05 08:53:51 Post No.8958907
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Anonymous 2017-06-05 08:53:51 Post No.8958907 [Report]

>>8958790
>http://4chan-science.wikia.com/wiki/Mathematics#Stochastic_Calculus
Oh cock the book on diffusion is by my favorite author David Williams. Gonna cop that one.

Textbook recommendation

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