Item description for Multidimensional Diffusion Processes (Classics in Mathematics) by Daniel W. Stroock & S. R. S. Varadhan...
"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
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Est. Packaging Dimensions: Length: 0.75" Width: 6" Height: 9" Weight: 1.2 lbs.
Release Date Dec 5, 2005
ISBN 3540289984 ISBN13 9783540289982
Availability 0 units.
More About Daniel W. Stroock & S. R. S. Varadhan
Dr Daniel W. Stroock is the Simons Professor of Mathematics Emeritus at the Massachusetts Institute of Technology. He has published numerous articles and is the author of six books, most recently Probability Theory: An Analytic View, 2nd Edition (2010).
Daniel W. Stroock has an academic affiliation as follows - Massachusetts Institute of Technology.