Description |
1 online resource. |
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text file |
Series |
Annals of mathematics studies ; number 185
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Annals of mathematics studies ; number 185.
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Bibliography |
Includes bibliographical references and index. |
Summary |
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 population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an ""integral kernel method"" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic proces. |
Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
Language |
In English. |
Subject |
Elliptic operators.
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Elliptic operators. |
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Markov processes.
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Markov processes. |
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Population biology -- Mathematical models.
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Population biology -- Mathematical models. |
Genre/Form |
Electronic books.
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Added Author |
Mazzeo, Rafe.
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Other Form: |
Print version: 9780691157122 069115712X (DLC) 2012022328 |
ISBN |
1400846102 (electronic book) |
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9781400846108 (electronic book) |
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9780691157122 (hardcover ; alkaline paper) |
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069115712X (hardcover ; alkaline paper) |
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9780691157153 (paperback ; alkaline paper) |
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0691157154 (paperback ; alkaline paper) |
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9781299051454 |
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1299051456 |
Standard No. |
10.1515/9781400846108 |
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