Diffusions and Elliptic Operators

Bass, Richard F.

ISBN 10: 0387983155 / ISBN 13: 9780387983158

Editore: Springer, 1998

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This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780387983158.

Codice articolo 9965366

Dati bibliografici

• Titolo: Diffusions and Elliptic Operators
• Editore: Springer
• Data di pubblicazione: 1998
• Lingua: Inglese
• ISBN 10: 0387983155
• ISBN 13: 9780387983158
• Rilegatura: Rilegato
• Condizione: Good
• Cataloghi dei venditori:
  • Mathematics

Descrizione articolo

Riassunto

A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions. The author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators, as well as Martingale problems and the Malliavin calculus. While serving as a textbook for a graduate course on diffusion theory with applications to PDE, this will also be a valuable reference to researchers in probability who are interested in PDE, as well as for analysts interested in probabilistic methods.

Contenuti

Stochastic Differential Equations.- Representations of Solutions.- Regularity of Solutions.- One-dimensional Diffusions.- Nondivergence form Operators.- Martingale Problems.- Divergence Form Operators.- The Malliavin Calculus.