Diffusions and Elliptic Operators [electronic resource] /
Stochastic Differential Equations -- Representations of Solutions -- Regularity of Solutions -- One-dimensional Diffusions -- Nondivergence form Operators -- Martingale Problems -- Divergence Form Operators -- The Malliavin Calculus.
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Main Authors: | , |
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Format: | Texto biblioteca |
Language: | eng |
Published: |
New York, NY : Springer New York,
1998
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Subjects: | Mathematics., Mathematical analysis., Analysis (Mathematics)., Probabilities., Probability Theory and Stochastic Processes., Analysis., |
Online Access: | http://dx.doi.org/10.1007/b97611 |
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Summary: | Stochastic Differential Equations -- Representations of Solutions -- Regularity of Solutions -- One-dimensional Diffusions -- Nondivergence form Operators -- Martingale Problems -- Divergence Form Operators -- The Malliavin Calculus. |
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