ENGLISH

Multidimensional diffusion processes

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

Book information

Publisher
Springer
Year
2006
ISBN
3540289984, 9783540289982, 9783540289999
Open Library ID
OL9055947M
Language
english
Format
DJVU
Filesize
2 MB (1695270 bytes)
Series
Grundlehren der mathematischen Wissenschaften 233
Pages
352\352
Topic
Mathematics\\Probability
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11

Description

"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

Similar books