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Using stochastic comparison to estimate Green's functions

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Séminaire de Probabilités XXIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1372))

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References

  1. L. Breiman, Probability. Addison-Wesley, Reading, Mass., 1968.

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  2. D. Gilbarg and J. Serrin, On isolated singularities of solutions of second order elliptic differential equations. J. Analyse Math. 4 (1955/56) 309–340.

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  3. N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes. North Holland/Kodansha, Amsterdam, 1981.

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  4. K. Itô and H.P. McKean, Jr., Diffusion Processes and their Sample Paths. Springer, New York, 1974.

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  5. D.W. Stroock and S.R.S. Varadhan, Multidimensional Diffusion Processes. Springer, New York, 1979.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Washington, 98195, Seattle, WA, U.S.A.

    Richard F. Bass

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  1. Richard F. Bass
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Jacques Azéma Marc Yor Paul André Meyer

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© 1989 Springer-Verlag

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Bass, R.F. (1989). Using stochastic comparison to estimate Green's functions. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXIII. Lecture Notes in Mathematics, vol 1372. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083991

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  • DOI: https://doi.org/10.1007/BFb0083991

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51191-5

  • Online ISBN: 978-3-540-46176-0

  • eBook Packages: Springer Book Archive

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