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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


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



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