Multidimensional Diffusion Processes (Grundlehren der mathematischen Wissenschaften)

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

ISBN 10: 3540903534 / ISBN 13: 9783540903536

Edité par Springer, 1979

A propos de cet article

NOT ex-library. Pages are clean and crisp, no markings. Cover shows some wear from age. 100% of proceeds go toward promoting literacy in under-served areas of the world.

N° de réf. du vendeur SKU0001314

Détails bibliographiques

• Titre: Multidimensional Diffusion Processes (Grundlehren der mathematischen Wissenschaften)
• Éditeur: Springer
• Date de parution: 1979
• Langue: anglais
• ISBN à 10 chiffres: 3540903534
• ISBN à 13 chiffres: 9783540903536
• Reliure: hardcover
• État de l'article: Very Good
• Poids: 30 onces

A propos de ce titre

Synopsis

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.