Diffusions and Elliptic Operators [electronic resource] / by Richard F. Bass.

This is author-approved bcc: This book discusses the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods in PDE. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE. After spending three chapters...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Bass, Richard F.
Format:	Electronic eBook
Language:	English
Published:	New York, NY : Springer New York, 1998.
Series:	Probability and its Applications, A Series of the Applied Probability Trust.
Subjects:	Mathematics. Global analysis (Mathematics) Distribution (Probability theory)