Diffusions, superdiffusions and partial differential equations
Auteur :
American Mathematical Society
Éditeur :
American Mathematical Society
ISBN :
9780821831748
Date de publication :
28 févr. 2002
Poids :
765 g
Langue :
Anglais
Pays d'origine :
USA
Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for probability theory and analysis. This book shows connections between linear and semilinear differential equations and the corresponding Markov processes called diffusions and superdiffusions.