Bass, Richard F.
Overview
Works:  25 works in 126 publications in 2 languages and 2,725 library holdings 

Genres:  Conference papers and proceedings Academic theses 
Roles:  Author, Collector, Other, Editor, htt 
Classifications:  QA300, 519.2 
Publication Timeline
.
Most widely held works by
Richard F Bass
Stochastic processes by
Richard F Bass(
)
17 editions published between 2011 and 2013 in English and held by 1,089 WorldCat member libraries worldwide
"This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the BlackScholes formula for the pricing of derivatives in financial mathematics, the KalmanBucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their newfound knowledge to the test and to prepare them for tackling the research literature"
17 editions published between 2011 and 2013 in English and held by 1,089 WorldCat member libraries worldwide
"This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the BlackScholes formula for the pricing of derivatives in financial mathematics, the KalmanBucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their newfound knowledge to the test and to prepare them for tackling the research literature"
Diffusions and elliptic operators by
Richard F Bass(
Book
)
28 editions published between 1988 and 2013 in English and held by 518 WorldCat member libraries worldwide
This is authorapproved 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 author discusses in depth two main types of second order linear differential operators: nondivergence operators and divergence operators, including topics such as the Harnack inequality of KrylovSafonov for nondivergence operators and heat kernel estimates for divergence form operators. Martingale problems and the Malliavin calculus are presented in two other chapters. This book can be used as a textbook for a graduate course on diffusion theory with applications to PDE. It will also be a valuable reference to researchers in probability who are interested in PDE as well as for analysts who are interested in probabilistic methods. Richard F. Bass is Professor of Mathematics at the University of Washington. He has written many research papers on the topics covered by this book. Also Available: Richard F. Bass, Probabilistic Techniques in Analysis. SpringerVerlag New York, Inc, 0387943870
28 editions published between 1988 and 2013 in English and held by 518 WorldCat member libraries worldwide
This is authorapproved 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 author discusses in depth two main types of second order linear differential operators: nondivergence operators and divergence operators, including topics such as the Harnack inequality of KrylovSafonov for nondivergence operators and heat kernel estimates for divergence form operators. Martingale problems and the Malliavin calculus are presented in two other chapters. This book can be used as a textbook for a graduate course on diffusion theory with applications to PDE. It will also be a valuable reference to researchers in probability who are interested in PDE as well as for analysts who are interested in probabilistic methods. Richard F. Bass is Professor of Mathematics at the University of Washington. He has written many research papers on the topics covered by this book. Also Available: Richard F. Bass, Probabilistic Techniques in Analysis. SpringerVerlag New York, Inc, 0387943870
Probabilistic techniques in analysis by
Richard F Bass(
Book
)
12 editions published in 1995 in 3 languages and held by 364 WorldCat member libraries worldwide
12 editions published in 1995 in 3 languages and held by 364 WorldCat member libraries worldwide
Cutting Brownian paths by
Richard F Bass(
Book
)
13 editions published in 1999 in English and held by 297 WorldCat member libraries worldwide
13 editions published in 1999 in English and held by 297 WorldCat member libraries worldwide
Moderate deviations for the range of planar random walks by
Richard F Bass(
Book
)
13 editions published in 2009 in English and held by 294 WorldCat member libraries worldwide
13 editions published in 2009 in English and held by 294 WorldCat member libraries worldwide
Seminar on Stochastic Processes, 1992 by
E Çınlar(
)
3 editions published in 1993 in English and held by 71 WorldCat member libraries worldwide
The 1992 Seminar on Stochastic Processes was held at the Univer sity of Washington from March 26 to March 28, 1992. This was the twelfth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, University of Florida, University of Virginia, University of California, San Diego, University of British Columbia and University of California, Los An geles. Following the successful format of previous years, there were five invited lectures, delivered by R. Adler, R. Banuelos, J. Pitman, S.J. Taylor and R. Williams, with the remainder of the time being devoted to informal communications and workshops on current work and problems. The enthusiasm and interest of the participants cre ated a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1992 Seminar was made possible through the support of the National Science Foundation, the National Security Agency, the Institute of Mathematical Statistics and the University of Washing ton. We extend our thanks to them and to the publisher Birkhauser Boston for their support and encouragement. Richard F. Bass Krzysztof Burdzy Seattle, 1992 SUPERPROCESS LOCAL AND INTERSECTION LOCAL TIMES AND THEIR CORRESPONDING PARTICLE PICTURES Robert J
3 editions published in 1993 in English and held by 71 WorldCat member libraries worldwide
The 1992 Seminar on Stochastic Processes was held at the Univer sity of Washington from March 26 to March 28, 1992. This was the twelfth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, University of Florida, University of Virginia, University of California, San Diego, University of British Columbia and University of California, Los An geles. Following the successful format of previous years, there were five invited lectures, delivered by R. Adler, R. Banuelos, J. Pitman, S.J. Taylor and R. Williams, with the remainder of the time being devoted to informal communications and workshops on current work and problems. The enthusiasm and interest of the participants cre ated a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1992 Seminar was made possible through the support of the National Science Foundation, the National Security Agency, the Institute of Mathematical Statistics and the University of Washing ton. We extend our thanks to them and to the publisher Birkhauser Boston for their support and encouragement. Richard F. Bass Krzysztof Burdzy Seattle, 1992 SUPERPROCESS LOCAL AND INTERSECTION LOCAL TIMES AND THEIR CORRESPONDING PARTICLE PICTURES Robert J
Real analysis for graduate students by
Richard F Bass(
Book
)
7 editions published between 2011 and 2014 in English and held by 23 WorldCat member libraries worldwide
"Nearly every Ph. D. student in mathematics needs to take a preliminary or qualifying examination in real analysis. This book provides the necessary tools to pass such an examination."Back cover
7 editions published between 2011 and 2014 in English and held by 23 WorldCat member libraries worldwide
"Nearly every Ph. D. student in mathematics needs to take a preliminary or qualifying examination in real analysis. This book provides the necessary tools to pass such an examination."Back cover
Seminar on Stochastic Processes, 1992 by
E Çınlar(
)
2 editions published in 1993 in English and held by 12 WorldCat member libraries worldwide
2 editions published in 1993 in English and held by 12 WorldCat member libraries worldwide
The decomposition of Markov processes into jump and continuous parts by
Richard F Bass(
)
6 editions published between 1977 and 1979 in English and held by 10 WorldCat member libraries worldwide
6 editions published between 1977 and 1979 in English and held by 10 WorldCat member libraries worldwide
Diffusions and Elliptic Operators by
Richard F Bass(
)
in English and held by 6 WorldCat member libraries worldwide
in English and held by 6 WorldCat member libraries worldwide
Harnack inequalities for nonlocal operators of variable order by
Richard F Bass(
Book
)
2 editions published in 2003 in English and held by 6 WorldCat member libraries worldwide
2 editions published in 2003 in English and held by 6 WorldCat member libraries worldwide
Hölder continuity of harmonic functions with respect to operators of variable order by
Richard F Bass(
Book
)
2 editions published in 2004 in English and held by 5 WorldCat member libraries worldwide
2 editions published in 2004 in English and held by 5 WorldCat member libraries worldwide
Radiation effects in silicon and germanium by O. L Curtis(
Book
)
4 editions published between 1966 and 1970 in English and held by 5 WorldCat member libraries worldwide
The report describes several related studies of radiation effects in silicon and germanium. Theoretical studies have been performed of recombination behavior at disordered regions and of the influence of traps on steadystate lifetime. These studies apply whether the defects are introduced by irradiation or not. The dependence of steadystate lifetime on excess density was used extensively in experimental studies to determine recombination parameters. In conjunction with measurements of the temperature behavior of lifetime at low excess density, these studies were used to obtain the parameters of recombination centers in ntype germanium irradiated with Co60 gamma rays, and ntype silicon irradiated with 10 MeV electrons. An experimental study of shortterm annealing in bulk silicon indicates that a smaller fraction of the damage is stable in 14MeV neutron irradiated material than in that irradiated with fission neutrons. (Author)
4 editions published between 1966 and 1970 in English and held by 5 WorldCat member libraries worldwide
The report describes several related studies of radiation effects in silicon and germanium. Theoretical studies have been performed of recombination behavior at disordered regions and of the influence of traps on steadystate lifetime. These studies apply whether the defects are introduced by irradiation or not. The dependence of steadystate lifetime on excess density was used extensively in experimental studies to determine recombination parameters. In conjunction with measurements of the temperature behavior of lifetime at low excess density, these studies were used to obtain the parameters of recombination centers in ntype germanium irradiated with Co60 gamma rays, and ntype silicon irradiated with 10 MeV electrons. An experimental study of shortterm annealing in bulk silicon indicates that a smaller fraction of the damage is stable in 14MeV neutron irradiated material than in that irradiated with fission neutrons. (Author)
Stability of parabolic Harnack inequalities on metric measure spaces by
M. T Barlow(
Book
)
3 editions published in 2004 in English and held by 4 WorldCat member libraries worldwide
Abstract: "Let (X, d, [mu]) be a metric measure space with a local regular Dirichlet form. We give necessary and sufficient conditions for a parabolic Harnack inequality with global spacetime scaling exponent [beta] [> or =] 2 to hold. We show that this parabolic Harnack inequality is stable under rough isometries. As a consequence, once such a Harnack inequality is established on a metric measure space, then it holds for any uniformly elliptic operator in divergence form on a manifold naturally defined from the graph approximation of the space."
3 editions published in 2004 in English and held by 4 WorldCat member libraries worldwide
Abstract: "Let (X, d, [mu]) be a metric measure space with a local regular Dirichlet form. We give necessary and sufficient conditions for a parabolic Harnack inequality with global spacetime scaling exponent [beta] [> or =] 2 to hold. We show that this parabolic Harnack inequality is stable under rough isometries. As a consequence, once such a Harnack inequality is established on a metric measure space, then it holds for any uniformly elliptic operator in divergence form on a manifold naturally defined from the graph approximation of the space."
Symmetric Markov chains on Z[superscript d] with unbounded range by
Richard F Bass(
Book
)
3 editions published in 2005 in English and held by 4 WorldCat member libraries worldwide
Abstract: "We consider symmetric Markov chains on Z[superscript d] where we do not assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper bounds on the transition probabilities, estimates for exit time probabilities, and certain lower bounds on the transition probabilities. We show that a uniform Harnack inequality holds if an additional assumption is made, but that without this assumption such an inequality need not hold. We establish a central limit theorem giving conditions for a sequence of normalized symmetric Markov chains to converge to a diffusion on R[superscript d] corresponding to an elliptic operator in divergence form."
3 editions published in 2005 in English and held by 4 WorldCat member libraries worldwide
Abstract: "We consider symmetric Markov chains on Z[superscript d] where we do not assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper bounds on the transition probabilities, estimates for exit time probabilities, and certain lower bounds on the transition probabilities. We show that a uniform Harnack inequality holds if an additional assumption is made, but that without this assumption such an inequality need not hold. We establish a central limit theorem giving conditions for a sequence of normalized symmetric Markov chains to converge to a diffusion on R[superscript d] corresponding to an elliptic operator in divergence form."
Harnack inequalities for nonlocal operators of variable order by
Richard F Bass(
Book
)
1 edition published in 2003 in English and held by 3 WorldCat member libraries worldwide
1 edition published in 2003 in English and held by 3 WorldCat member libraries worldwide
Hölder continuity of harmonic functions with respect to operators of variable order by
Richard F Bass(
Book
)
1 edition published in 2004 in English and held by 3 WorldCat member libraries worldwide
1 edition published in 2004 in English and held by 3 WorldCat member libraries worldwide
Cutting Brownian paths(
)
1 edition published in 1999 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 1999 in English and held by 2 WorldCat member libraries worldwide
The most visited sites of symmetric stable processes by
Richard F Bass(
)
1 edition published in 2000 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 2000 in English and held by 2 WorldCat member libraries worldwide
Hölder continuity of harmonic functions with respect to operators of variable order by
Richard F Bass(
Book
)
1 edition published in 2004 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 2004 in English and held by 2 WorldCat member libraries worldwide
more
fewer
Audience Level
0 

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Kids  General  Special 
Related Identities
 Burdzy, K. (Krzysztof) Other Collector Editor
 Rosen, Jay 1948
 Chen, Xia 1956
 Çinlar, E. Author Editor Collector
 Chung, K. L. Other Collector Editor
 Sharpe, M. J. Editor
 Kaßmann, Moritz 1972
 Sharpe, M. J. Other Collector
 Kumagai, Takashi
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Associated Subjects
Brownian motion processes Combinatorial probabilities Deviation (Mathematics) Diffusion processes Distribution (Probability theory) Elliptic operators Global analysis (Mathematics) Green's functions Inequalities (Mathematics) Limit theorems (Probability theory) Local times (Stochastic processes) Markov processes Mathematical analysis Mathematics Measure theory Probabilities Random walks (Mathematics) Stochastic analysis Stochastic differential equationsNumerical solutions Stochastic partial differential equationsNumerical solutions Stochastic processes