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Diffusions Superdiffusions And Pdes Dynkin Eb

  • SKU: BELL-884618
Diffusions Superdiffusions And Pdes Dynkin Eb
$ 31.00 $ 45.00 (-31%)

5.0

20 reviews

Diffusions Superdiffusions And Pdes Dynkin Eb instant download after payment.

Publisher: AMS
File Extension: PDF
File size: 1.26 MB
Pages: 246
Author: Dynkin E.B.
Language: English
Year: 2002

Product desciption

Diffusions Superdiffusions And Pdes Dynkin Eb by Dynkin E.b. instant download after payment.

This book describes the relationships between linear and semilinear differential equations and the corresponding Markov processes of diffusions and superdiffusions. Parabolic equations and branching exit Markov systems are examined, as are elliptic equations and diffusions. Appendices cover basic facts about Markov processes, martingales, and elliptic differential equations. Standing problems are outlined in the epilogue.

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