Diffusions and elliptic operators
โ Richard F. Bass
๐ Library
๐
1997
๐ Springer
๐ English
โฆ LIBER โฆ
๐
Diffusions and Elliptic Operators
โ Scribed by Richard F. Bass
- Publisher
- Springer
- Year
- 1997
- Tongue
- English
- Leaves
- 239
- Series
- Probability and its Applications
- Edition
- 1
- Category
- Library
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Diffusions and Elliptic Operators
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A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, re