Diffusions and Elliptic Operators - Softcover

Bass, Richard F.

 
9781475771589: Diffusions and Elliptic Operators

Synopsis

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

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