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D�tails bibliographiques

Titre : Multidimensional Diffusion Processes (...

�diteur : Springer

Date d'�dition : 2005

Reliure : Couverture rigide

Etat : Fine

A propos de ce titre

Synopsis :

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

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Articles li�s � Multidimensional Diffusion Processes (Classics in Mathematic...

Multidimensional Diffusion Processes (Classics in Mathematics)

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

Ancien(s) ou d'occasion - Couverture rigide

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