Multidimensional Diffusion Processes |
|
| Author:
| Stroock, Daniel W.
Varadhan, S. R. S. |
| Series title: | Classics in Mathematics Ser. |
| ISBN: | 978-3-540-28998-2 |
| Publication Date: | Nov 2005 |
| Publisher: | Springer
|
| Book Format: | Hardback |
| List Price: | USD $69.99 |
Book Description:
|
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
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