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Multidimensional Diffusion Processes (Classics in Mathematics)

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ISBN-10:

3662222019

ISBN-13:

9783662222010

Author(s): Varadhan, S.R.S.; Stroock, Daniel W. W.
Edition: 2006
Released: Aug 23, 2014
Publisher: Springer
Format: Paperback, 350 pages
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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

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