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  • Book
  • © 1998

Diffusions and Elliptic Operators

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Part of the book series: Probability and Its Applications (PIA)

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eBook USD 119.00
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  • ISBN: 978-0-387-22604-0
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Softcover Book USD 159.99
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Table of contents (8 chapters)

  1. Front Matter

    Pages i-xiii
  2. Martingale Problems

    Pages 129-153
  3. The Malliavin Calculus

    Pages 191-221
  4. Back Matter

    Pages 223-232

Keywords

  • Martingale
  • calculus
  • differential equation
  • diffusion process
  • partial differential equation

Authors and Affiliations

  • Department of Mathematics, University of Washington, Seattle, USA

    Richard F. Bass

Bibliographic Information

  • Book Title: Diffusions and Elliptic Operators

  • Authors: Richard F. Bass

  • Series Title: Probability and Its Applications

  • DOI: https://doi.org/10.1007/b97611

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1998

  • Hardcover ISBN: 978-0-387-98315-8

  • Softcover ISBN: 978-1-4757-7159-6

  • eBook ISBN: 978-0-387-22604-0

  • Series ISSN: 1431-7028

  • Edition Number: 1

  • Number of Pages: XIV, 232

  • Topics: Probability Theory, Analysis

Buying options

eBook USD 119.00
Price excludes VAT (USA)
  • ISBN: 978-0-387-22604-0
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 159.99
Price excludes VAT (USA)
Hardcover Book USD 199.99
Price excludes VAT (USA)