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Book 20092nd editionarticular, second-order elliptic differential operators are called diffusion operators and describe analytically strong Markov processes with continuous paths in the state space such as Brownian motion. We observe that second-order elliptic differential operators with smooth coefficients arise natu
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Springer-Verlag Berlin Heidelberg 2009
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Boundary Value Problems and Markov Processes978-3-642-01677-6Series ISSN 0075-8434 Series E-ISSN 1617-9692
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Kazuaki TairaIncludes supplementary material:
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