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.
Enregistré dans:
Auteurs principaux: | , |
---|---|
Format: | Texto biblioteca |
Langue: | eng |
Publié: |
New York, NY : Springer New York,
1998
|
Sujets: | Mathematics., Mathematical analysis., Analysis (Mathematics)., Probabilities., Probability Theory and Stochastic Processes., Analysis., |
Accès en ligne: | http://dx.doi.org/10.1007/b97611 |
Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|