Multidimensional Diffusion Processes.

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

ISBN 10: 3540903534 / ISBN 13: 9783540903536

Edité par Springer-Verlag New York, Inc., 1979

Grundlehren der mathematischen Wissenschaften, Band 233. Zust: Gutes Exemplar. XII, 338 Seiten, Englisch 844g. N° de réf. du vendeur 493518

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.

Détails bibliographiques

Titre : Multidimensional Diffusion Processes.
Éditeur : Springer-Verlag New York, Inc.
Date d'édition : 1979
Reliure : gebundene Ausgabe
Etat : Sehr gut