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Diffusions and elliptic operators

Bass, Richard F.

Diffusions and elliptic operators [electronic resource] / Richard F. Bass. - New York : Springer, c1998. - xiii, 232 p. : ill. - Probability and its applications . - Probability and its applications. .

Includes bibliographical references (p. [223]-228) and index.

Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.

ISBN:

LCCN:

Subjects--Topical Terms:
Stochastic differential equations--Numerical solutions.
Diffusion processes.
Elliptic operators.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: QA377 / .B293 1998eb

Dewey Class. No.: 519.2

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