AuthorBass, Richard F. author
TitleDiffusions and Elliptic Operators [electronic resource] / by Richard F. Bass
ImprintNew York, NY : Springer New York, 1998
Connect tohttp://dx.doi.org/10.1007/b97611
Descript XIV, 232 p. online resource

CONTENT

Stochastic Differential Equations -- Representations of Solutions -- Regularity of Solutions -- One-dimensional Diffusions -- Nondivergence form Operators -- Martingale Problems -- Divergence Form Operators -- The Malliavin Calculus


SUBJECT

  1. Mathematics
  2. Mathematical analysis
  3. Analysis (Mathematics)
  4. Probabilities
  5. Mathematics
  6. Probability Theory and Stochastic Processes
  7. Analysis