Multidimensional Diffusion Processes (Classics in Mathematics) |
 enlarge | Authors: Daniel W. Stroock, S.r.s. Varadhan
Publisher: Springer
Category: Book
List Price: $49.95
Buy New: $26.49
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Sales Rank: 700499
Media: Paperback
Number Of Items: 1
Pages: 338
Shipping Weight (lbs): 1.2
Dimensions (in): 9.1 x 6.1 x 0.9
ISBN: 3540289984
Dewey Decimal Number: 519.233
EAN: 9783540289982
ASIN: 3540289984
Publication Date: December 5, 2005
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Product Description
"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view." Mathematische Operationsforschung und Statistik, 1981
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