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Item Details
| Title:
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MULTIDIMENSIONAL DIFFUSION PROCESSES
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| By: |
Daniel W. Stroock, S. R. S. Varadhan |
| Format: |
Hardback |
| List price:
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£44.99 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
3540289984 |
| ISBN 13: |
9783540289982 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
4 November, 2005 |
| Edition: |
Reprint of the 1st ed |
| Series: |
Classics in Mathematics |
| Pages: |
350 |
| Description: |
Offers a presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This monograph is useful for graduate students, research workers, and those interested in Markov processes. |
| Synopsis: |
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 |
| Illustrations: |
biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Non-returnable |
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