Multidimensional diffusion processes

Autor*innen

• Daniel W. Stroock

Parameter

• 338 Seiten
• 12 Lesestunden

• Mathematik

Mehr zum Buch

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

• Sprache: Englisch
• Erscheinungsdatum: 2006
• Einband: Paperback