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Diffusions and elliptic operators

Author: Richard F Bass
Publisher: New York : Springer, [1998] ©1998
Series: Probability and its applications (Springer-Verlag)
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
This is author-approved bcc: This book discusses the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods in PDE. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE. After spending three chapters on probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions, the  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Bass, Richard F.
Diffusions and elliptic operators.
New York : Springer, ©1998
(DLC) 97026428
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Richard F Bass
ISBN: 9780387226040 0387226044 9780585478128 0585478120
OCLC Number: 49797134
Description: 1 online resource (xiii, 232 pages) : illustrations.
Contents: I. Stochastic Differential Equations --
II. Representations of Solutions --
III. Regularity of Solutions --
IV. One-Dimensional Diffusions --
V. Nondivergence Form Operators --
VI. Martingale Problems --
VII. Divergence Form Operators --
VIII. The Malliavin Calculus.
Series Title: Probability and its applications (Springer-Verlag)
Responsibility: Richard F. Bass.

Abstract:

Serve as a reference book for graduate students and researchers in probability theory or partial differential equations who want to learn more about the interplay of these two areas.  Read more...

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