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Multidimensional Diffusion Processes PDF

350 Pages·2006·12.874 MB·English
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by Daniel W. Stroock, S.R. S. Varadhan| 2006| 350 pages| 12.874| English

About Multidimensional Diffusion Processes

"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

Detailed Information

Author:Daniel W. Stroock, S.R. S. Varadhan
Publication Year:2006
ISBN:3540289984
Pages:350
Language:English
File Size:12.874
Format:PDF
Price:FREE
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