Multidimensional Diffusion Processes
Author:   Daniel W. Stroock ,  S. R. S. Varadhan
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   1979. Corr. 2nd Printing ed.
Volume:   v.233
ISBN:  

9783540903536


Pages:   350
Publication Date:   31 December 1979
Format:   Hardback
Availability:   Out of stock   Availability explained
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Multidimensional Diffusion Processes


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Overview

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.

Full Product Details

Author:   Daniel W. Stroock ,  S. R. S. Varadhan
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   1979. Corr. 2nd Printing ed.
Volume:   v.233
Weight:   0.840kg
ISBN:  

9783540903536


ISBN 10:   3540903534
Pages:   350
Publication Date:   31 December 1979
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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