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Probability Theory and Partial Differential Equations

Gopinath Kallianpur and P. Sundar

in Stochastic Analysis and Diffusion Processes

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199657063
eISBN:
9780191781759
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199657063.003.0008
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

The connection between stochastic differential equations and partial differential equations is discussed in this chapter. The Dirichlet problem is studied and several examples are presented. Next, ... More


Degenerate Diffusion Operators Arising in Population Biology (AM-185)

Charles L. Epstein and Rafe Mazzeo

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691157122
eISBN:
9781400846108
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691157122.001.0001
Subject:
Mathematics, Probability / Statistics

This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as ... More


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