Multidimensional Diffusion Processes
| Author | : Daniel W. Stroock |
| Publisher | : Springer |
| Total Pages | : 338 |
| Release | : 2007-02-03 |
| ISBN-10 | : 9783540289999 |
| ISBN-13 | : 3540289992 |
| Rating | : 4/5 (99 Downloads) |
Book Synopsis Multidimensional Diffusion Processes by : Daniel W. Stroock
Download or read book Multidimensional Diffusion Processes written by Daniel W. Stroock and published by Springer. This book was released on 2007-02-03 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
