Degenerate Stochastic Differential Equations and Hypoellipticity by Denis Bell

Degenerate Stochastic Differential Equations and Hypoellipticity

Monographs and Surveys in Pure and Applied Mathematics

Denis Bell

128 pages • missing pub info (editions)

nonfiction mathematics medium-paced

Description

The main theme of this Monograph is the study of degenerate stochastic differential equations, considered as transformations of the Wiener measure, and their relationship with partial differential equations. The book contains an elementary derivat...

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