Functional Integration and Partial Differential Equations. (AM-109)

DOI10.1515/9781400881598zbMath0568.60057OpenAlexW2564031986MaRDI QIDQ3684930

Mark I. Freidlin

Publication date: 1985

Full work available at URL: https://doi.org/10.1515/9781400881598

zbMATH Keywords

averaging principlefunctional integralsmixed problemsasymptotic bounds of the Laplace type for functional integralsboundary value problems for degenerate elliptic and parabolic operatorssecond order parabolic and elliptic equations

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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