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Multidimensional Diffusion Processes Daniel W Stroock Sr S Varadhan

SKU: BELL-998210

$ 31.00 ~~$ 45.00~~ (-31%)

4.4

12 reviews

Multidimensional Diffusion Processes Daniel W Stroock Sr S Varadhan instant download after payment.

Publisher: Springer

File Extension: PDF

File size: 13.36 MB

Pages: 351

Author: Daniel W. Stroock, S.R. S. Varadhan

ISBN: 9783540289982, 3540289984

Language: English

Year: 2006

Product desciption

Multidimensional Diffusion Processes Daniel W Stroock Sr S Varadhan by Daniel W. Stroock, S.r. S. Varadhan 9783540289982, 3540289984 instant download after payment.

"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"