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
Author Biography
Charles L. Epstein is the Thomas A. Scott Professor of Mathematics at the University of Pennsylvania. Rafe Mazzeo is professor of mathematics at Stanford University.
