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Multidimensional Diffusion Processes (Classics in Mathematics) [Paperback]

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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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Item Specifications...

Pages   338
Est. Packaging Dimensions:   Length: 0.75" Width: 6" Height: 9"
Weight:   1.2 lbs.
Binding  Softcover
Release Date   Dec 5, 2005
Publisher   Springer
ISBN  3540289984  
ISBN13  9783540289982  

Availability  0 units.

More About Daniel W. Stroock & S. R. S. Varadhan

Register your artisan biography and upload your photo! 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.

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9Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
10Books > Subjects > Science > Mathematics > General
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