Degenerate Diffusion Operators Arising in Population Biology

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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 and therefore the existence of the associated Marko...

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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 and therefore the existence of the associated Marko...

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  • Formats: pdf
  • ISBN: 9781400846108
  • Publication Date: 4 Apr 2013
  • Publisher: Princeton University Press
  • Product language: English
  • Drm Setting: DRM