| Author | Bass, Richard F. author |
|---|---|
| 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