Jump to ContentJump to Main Navigation

You are looking at 1-4 of 4 items

  • Keywords: backward Kolmogorov equation x
Clear All Modify Search

View:

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


Random Genetic Drift in Small Populations

Daniel L. Hartl

in A Primer of Population Genetics and Genomics

Published in print:
2020
Published Online:
August 2020
ISBN:
9780198862291
eISBN:
9780191895074
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198862291.003.0006
Subject:
Biology, Biomathematics / Statistics and Data Analysis / Complexity Studies, Evolutionary Biology / Genetics

Chapter 6 deals with the consequences of random genetic drift in finite populations and includes details of the diffusion approximations and their solutions as well as conditional diffusion ... More


Stochastic Differential Equations

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print:
2019
Published Online:
February 2020
ISBN:
9780198851615
eISBN:
9780191886218
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198851615.003.0005
Subject:
Economics and Finance, Econometrics

In this chapter we introduce stochastic differential equations (SDEs) and discuss existence and uniqueness questions. The geometric and linear equations are studied in some detail and their most ... 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


View: