Diffusions and elliptic operators
Richard F. Bass
Reading Time
at 250 WPM4h 12m
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9
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252
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Diffusions and elliptic operators
Published
Jul 18, 2013
Publisher
Springer
Pages
252
ISBN-13
9781475771596
ISBN-10
1475771592
Description
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 on probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions, the author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators. Martingale problems and the Malliavin calculus are presented in two other chapters. This book can be used as a textbook for a graduate course on diffusion theory with applications to PDE. It will also be a valuable reference to researchers in probability who are interested in PDE as well as for analysts who are interested in probabilistic methods. Richard F. Bass is Professor of Mathematics at the University of Washington. He has written many research papers on the topics covered by this book. Also Available: Richard F. Bass, Probabilistic Techniques in Analysis. Springer-Verlag New York, Inc, 0-387-94387-0
Subjects
Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations
Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications
Stochastic equations in infinite dimensions
Backward stochastic differential equations
Stochastic versus deterministic systems of differential equations
Stochastic Differential Equations
Frequently Asked Questions
How many pages are in Diffusions and elliptic operators?
This edition of Diffusions and elliptic operators has approximately 252 pages. Please note, this is an estimate and the exact page count can vary between hardcover, paperback, and e-book versions.
How long does it take to read Diffusions and elliptic operators?
For most readers, Diffusions and elliptic operators typically takes between 5h 15m and 3h 30m to complete. This is based on the book's length of approximately 63,000 words and common reading speeds.
Here's a detailed breakdown: • Continuous reading at 250 WPM: approximately 4h 12m of focused reading • Casual reading (30 minutes/day): you could finish in roughly 9 days • Estimated word count: 63,000 words
Your individual reading time will vary based on your personal reading pace, the amount of daily reading time, and your familiarity with the subject matter.
What is the word count of Diffusions and elliptic operators?
The estimated word count for Diffusions and elliptic operators is approximately 63,000 words. This figure is calculated using industry-standard methods that consider genre-specific word density patterns, typical formatting and layout characteristics, and standard words-per-page ratios for published books.
This is an approximation — actual word count may vary based on font size, formatting, edition, and the presence of illustrations or charts.
Who is the author of Diffusions and elliptic operators?
Diffusions and elliptic operators was written by Richard F. Bass.
When was Diffusions and elliptic operators published?
The publication date for this specific edition is Jul 18, 2013. The original work may have been published on a different date.