Diffusions and Elliptic Operators

Richard F. Bass

ISBN 10: 0387983155 / ISBN 13: 9780387983158

Published by Springer New York, Springer New York, 1997

About this Item

Druck auf Anfrage Neuware - Printed after ordering - This is author-approved bcc: This book discusses the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods in PDE. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE. After spending three chapters on probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions, the author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators. Martingale problems and the Malliavin calculus are presented in two other chapters. This book can be used as a textbook for a graduate course on diffusion theory with applications to PDE. It will also be a valuable reference to researchers in probability who are interested in PDE as well as for analysts who are interested in probabilistic methods.

Seller Inventory # 9780387983158

Bibliographic Details

• Title: Diffusions and Elliptic Operators
• Publisher: Springer New York, Springer New York
• Publication Date: 1997
• Language: English
• ISBN 10: 0387983155
• ISBN 13: 9780387983158
• Binding: Buch
• Condition: Neu
• Dimensions: 241W x 160H x 19D millimeters 241 millimeters width by 160 millimeters height by 19 millimeters depth
• Weight: 547 grams

About this title

Synopsis

This book will serve as a reference book for graduate students and researchers in probability theory or partial differential equations who want to learn more about the interplay of these two areas.