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

Multidimensional Diffusion Processes (Classics in Mathematics)

Science & Math

Varadhan, S.R.S.

Stroock, Daniel W. W.

Mathematics

Springer

See the best price to sell, buy, or rent books by Stroock, Daniel W. W.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Stroock, Daniel W. W.

See the best price to sell, buy, or rent books by Stroock, Daniel W. W.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Multidimensional Diffusion Processes (Classics in Mathematics)