A Radically Elementary Theory of Itô Diffusions and Associated Partial Differential Equations

  • Frederik S. Herzberg
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 2067)

Abstract

Let \({t}_{0} \in \mathbf{T} \setminus \{ 1\}\) and \(a,b : \mathbf{R} \times [0,1] \rightarrow \mathbf{R}\).

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Frederik S. Herzberg
    • 1
    • 2
  1. 1.Institute of Mathematical EconomicsBielefeld UniversityBielefeldGermany
  2. 2.Munich Center for Mathematical PhilosophyLudwig Maximilian University of MunichMunichGermany

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