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Diffusions and Elliptic Operators

  • Richard F. Bass

Part of the Probability and its Applications book series (PIA)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Pages 129-153
  3. Pages 191-221
  4. Back Matter
    Pages 223-232

About this book

Keywords

Martingale calculus differential equation diffusion process partial differential equation

Authors and affiliations

  • Richard F. Bass
    • 1
  1. 1.Department of MathematicsUniversity of WashingtonSeattleUSA

Bibliographic information

  • DOI https://doi.org/10.1007/b97611
  • Copyright Information Springer-Verlag New York, Inc. 1998
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-98315-8
  • Online ISBN 978-0-387-22604-0
  • Series Print ISSN 1431-7028
  • Buy this book on publisher's site
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