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Multidimensional Diffusion Processes

Language EnglishEnglish
Book Paperback
Book Multidimensional Diffusion Processes Daniel W. Stroock
Libristo code: 05183989
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, July 2013
From the reviews: "This book is an excellent presentation of the application of martingale theory to... Full description
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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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About the book

Full name Multidimensional Diffusion Processes
Author Daniel W. Stroock, S.R.S. Varadhan
Language English
Binding Book - Paperback
Date of issue 2013
Number of pages 338
EAN 9783662222010
ISBN 3662222019
Libristo code 05183989
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 540
Dimensions 155 x 235 x 25

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Physics > Mathematical physics
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