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Found 2 items


(Paperback)

By: Charles L. Epstein

ISBN: 9780691157153
Readership/Audience: Tertiary Education
Publication Date: Jun 2013
Publisher: Princeton University Press
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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 a


(Hardback)

By: Charles L. Epstein

ISBN: 9780691157122
Readership/Audience: Tertiary Education
Publication Date: Jun 2013
Publisher: Princeton University Press
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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 a