Diffusions and elliptic operators /
This is author-approved bcc: This book discusses the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods in PDE. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE. After spending three chapters...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
New York :
Springer,
c1998.
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| Series: | Probability and its applications.
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| Subjects: | |
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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.