Diffusions and Elliptic Operators [electronic resource] / by Richard F. Bass

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

CONTENT

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

Mathematics Mathematical analysis Analysis (Mathematics) Probabilities Mathematics Probability Theory and Stochastic Processes Analysis