Author | Bass, Richard F. author |
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Title | Diffusions and Elliptic Operators [electronic resource] / by Richard F. Bass |
Imprint | New York, NY : Springer New York, 1998 |
Connect to | http://dx.doi.org/10.1007/b97611 |
Descript | XIV, 232 p. online resource |
Stochastic Differential Equations -- Representations of Solutions -- Regularity of Solutions -- One-dimensional Diffusions -- Nondivergence form Operators -- Martingale Problems -- Divergence Form Operators -- The Malliavin Calculus