Diffusions and Elliptic Operators

• Main Author: Bass, Richard F. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 1998.
• Series: Probability and its Applications, A Series of the Applied Probability Trust,
• Subjects: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Probabilities.; Probability Theory and Stochastic Processes.; Analysis.

Table of Contents:

• Stochastic Differential Equations
• Representations of Solutions
• Regularity of Solutions
• One-dimensional Diffusions
• Nondivergence form Operators
• Martingale Problems
• Divergence Form Operators
• The Malliavin Calculus.