Multidimensional Diffusion Processes

Multidimensional Diffusion Processes
Author :
Publisher : Springer
Total Pages : 338
Release :
ISBN-10 : 9783540289999
ISBN-13 : 3540289992
Rating : 4/5 (992 Downloads)
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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


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