Diffusions and Elliptic Operators [electronic resource] /

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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Bibliographic Details
Main Authors: Bass, Richard F. author., SpringerLink (Online service)
Format: Texto biblioteca
Language:eng
Published: New York, NY : Springer New York, 1998
Subjects:Mathematics., Mathematical analysis., Analysis (Mathematics)., Probabilities., Probability Theory and Stochastic Processes., Analysis.,
Online Access:http://dx.doi.org/10.1007/b97611
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