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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Détails bibliographiques
Auteurs principaux: Bass, Richard F. author., SpringerLink (Online service)
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
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