Skip to main content
SpringerLink
Log in

Diffusions and Elliptic Operators

  • Book
  • © 1998

Overview

Authors:
  1. Richard F. Bass

    1. Department of Mathematics, University of Washington, Seattle, USA

    View author publications

    You can also search for this author in PubMed   Google Scholar

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

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 109.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 139.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 179.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (8 chapters)

  1. Front Matter

    Pages i-xiii
    Download chapter PDF

  2. Stochastic Differential Equations

    Pages 1-41

  3. Representations of Solutions

    Pages 43-56

  4. Regularity of Solutions

    Pages 57-76

  5. One-dimensional Diffusions

    Pages 77-96

  6. Nondivergence form Operators

    Pages 97-127

  7. Martingale Problems

    Pages 129-153

  8. Divergence Form Operators

    Pages 155-190

  9. The Malliavin Calculus

    Pages 191-221

  10. Back Matter

    Pages 223-232
    Download chapter PDF
Back to top

Keywords

Authors and Affiliations

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

    Richard F. Bass

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation