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Diffusions and Elliptic Operators - Softcover

 
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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Richard F Bass (University of Connecticut)
Published by Springer Nature B.V., 2014
ISBN 10: 1475771584 ISBN 13: 9781475771589
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Richard F. Bass, Bass
Published by Springer Nature B.V., 2013
ISBN 10: 1475771584 ISBN 13: 9781475771589
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Bass, Richard F.
Published by Springer, 2013
ISBN 10: 1475771584 ISBN 13: 9781475771589
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