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Diffusions, superdiffusions and partial differential equations

Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for both probability theory and analysis. At the beginning, mostly analytic results were used by probabilists. More recently, analysts (and physicis...

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Detalles Bibliográficos
Autor principal: Dynkin, E B
Lenguaje:eng
Publicado: American Mathematical Society 2002
Materias:
Acceso en línea:http://cds.cern.ch/record/2264187