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

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 uniq...

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Bibliographic Details
Main Author: Epstein, Charles L.
Other Authors: Mazzeo, Rafe
Format: Electronic eBook
Language:Inglés
Published: Princeton : Princeton University Press, 2013.
Series:Book collections on Project MUSE.
Subjects:
Online Access:Texto completo
Description
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.
Physical Description:1 online resource.
ISBN:9781400846108