Diffusions and Elliptic Operators
- List Price: $209.00
- Binding: Hardcover
- Publisher: Springer-Verlag
- Publish date: 11/01/1997
Description:
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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