Cover Image

Diffusions and elliptic operators /

Show other versions (1)
Bibliographic Details
Main Author: Bass, Richard F.
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York : Springer, [1998]
Series:Probability and its applications.
Subjects:
Stochastic differential equations > Numerical solutions.
Diffusion processes.
Elliptic operators.
Stochastic difference equations > Numerical solutions.
MATHEMATICS > Probability & Statistics > General.
Equations différentielles stochastiques.
Processus de diffusion.
Opérateurs elliptiques.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Cover
  • PREFACE
  • Table of Contents
  • 1. STOCHASTIC DIFFERENTIAL EQUATIONS
  • 2. REPRESENTATIONS OF SOLUTIONS
  • 3. REGULARITY OF SOLUTIONS
  • 4. ONE-DIMENSIONAL DIFFUSIONS
  • 5. NONDIVERGENCE FORM OPERATORS
  • 6. MARTINGALE PROBLEMS
  • 7. DIVERGENCE FORM OPERATORS
  • 8. THE MALLIAVIN CALCULUS
  • BIBLIOGRAPHY.