Multidimensional Diffusion Processes (Classics in Mathematics)
Multidimensional Diffusion Processes (Classics in Mathematics) by Daniel W. Stroock
English | 2014 | ISBN: 3662222019, 9783662222010 | 338 Pages | PDF | 23.86 MB
English | 2014 | ISBN: 3662222019, 9783662222010 | 338 Pages | PDF | 23.86 MB
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