Actions for Diffusions and Elliptic Operators [electronic resource]

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Diffusions and Elliptic Operators [electronic resource] / by Richard F. Bass

Author
Bass, Richard F.
Published
New York, NY : Springer New York, 1998.
Physical Description
XIV, 232 pages : online resource
Additional Creators
SpringerLink (Online service)
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Series
Contents
Stochastic Differential Equations -- Representations of Solutions -- Regularity of Solutions -- One-dimensional Diffusions -- Nondivergence form Operators -- Martingale Problems -- Divergence Form Operators -- The Malliavin Calculus.
Subject(s)
ISBN
9780387226040
Digital File Characteristics
text file PDF
Note
AVAILABLE ONLINE TO AUTHORIZED PSU USERS.
Part Of
Springer eBooks
View MARC record | catkey: 15201141