Multidimensional diffusion processes

Author(s)

• Stroock, Daniel W.
• Varadhan, Srinivasa R. S.

Bibliographic Information

Multidimensional diffusion processes

Daniel W. Stroock, S.R. Srinivasa Varadhan

（Die Grundlehren der mathematischen Wissenschaften, 233）

Springer, c1979

• hardcover : alk. paper

Note

[Corrected second printing]

Includes bibliographical references (p. [328]-335) and index

Description and Table of Contents

Description

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.

Table of Contents

Mathematische Operationsforschung und Statistik, 1981

by "Nielsen BookData"

Details

• NCID: BA31944322
• ISBN:
  • 3540903534
• LCCN: 96027093
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; New York
• Pages/Volumes: xii, 338 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.75
  • DC20 : 519.2/33
• Subject Headings:
  • LCSH : Diffusion processes
• Parent Bibliography ID:
  • BA00007422