9783540289982-3540289984-Multidimensional Diffusion Processes (Classics in Mathematics)

Multidimensional Diffusion Processes (Classics in Mathematics)

ISBN-13: 9783540289982
ISBN-10: 3540289984
Author: Daniel W. Stroock, S.R.S. Varadhan
Publication date: 2005
Publisher: Springer
Format: Hardcover 338 pages
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Book details

ISBN-13: 9783540289982
ISBN-10: 3540289984
Author: Daniel W. Stroock, S.R.S. Varadhan
Publication date: 2005
Publisher: Springer
Format: Hardcover 338 pages

Summary

Multidimensional Diffusion Processes (Classics in Mathematics) (ISBN-13: 9783540289982 and ISBN-10: 3540289984), written by authors Daniel W. Stroock, S.R.S. Varadhan, was published by Springer in 2005. With an overall rating of 3.6 stars, it's a notable title among other General & Reference (Chemistry, Mathematical Physics, Physics) books. You can easily purchase or rent Multidimensional Diffusion Processes (Classics in Mathematics) (Hardcover) from BooksRun, along with many other new and used General & Reference books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $4.03.

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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