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Diffusions and Elliptic Operators

by Bass, Richard F. A Heyde, C. C.

  • ISBN: 9780387983158
  • ISBN10: 0387983155

Diffusions and Elliptic Operators

by Bass, Richard F. A Heyde, C. C.

  • List Price: $209.00
  • Binding: Hardcover
  • Publisher: Springer-Verlag
  • Publish date: 11/01/1997
  • ISBN: 9780387983158
  • ISBN10: 0387983155
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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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