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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).

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