Varadhan, S. R. S. Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda. (English) Zbl 0489.35002 Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research. 64. Berlin-Heidelberg-New York: Springer-Verlag. IV, 315 p. DM 18.00; $ 10.70 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 40 Documents MSC: 35-02 Research exposition (monographs, survey articles) pertaining to partial differential equations 60-02 Research exposition (monographs, survey articles) pertaining to probability theory 35K05 Heat equation 60G50 Sums of independent random variables; random walks 60J60 Diffusion processes 60G57 Random measures 60H05 Stochastic integrals Keywords:Kolmogorov’s theorem; random walks; Wiener measure; Brownian motion; stochastic integration; Ito processes; construction of diffusion processes × Cite Format Result Cite Review PDF