Multidimensional Diffusion Processes
Author:   Daniel W Stroock (Massachusetts Institute of Technology) ,  S R S Varadhan
Publisher:   Springer
ISBN:  

9783540861348


Pages:   356
Publication Date:   02 September 2008
Format:   Paperback
Availability:   Out of stock   Availability explained


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Multidimensional Diffusion Processes


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Overview

"From the reviews: ""This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. [...] 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"

Full Product Details

Author:   Daniel W Stroock (Massachusetts Institute of Technology) ,  S R S Varadhan
Publisher:   Springer
Imprint:   Springer
Dimensions:   Width: 15.60cm , Height: 1.90cm , Length: 23.40cm
Weight:   0.499kg
ISBN:  

9783540861348


ISBN 10:   3540861343
Pages:   356
Publication Date:   02 September 2008
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Unknown
Availability:   Out of stock   Availability explained

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