Multidimensional Diffusion Processes: v.233 (Die Grundlehren der Mathematischen Wissenschaften) - Hardcover

Stroock, Daniel-W; Srinivasa Varadham, S-R

Hardcover

ISBN 10: 3540903534 ISBN 13: 9783540903536

Verlag: Springer Verlag, 2001

Inhaltsangabe

This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. 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.

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Reseña del editor

"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. 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, 1981

Details zur Ausgabe

• Verlag: Springer Verlag
• Erscheinungsdatum: 2001
• Sprache: Englisch
• ISBN 10: 3540903534
• ISBN 13: 9783540903536
• Einband: Tapa dura
• Auflage: 2
• Anzahl der Seiten: 350
• Kontakt zum Hersteller: Nicht verfügbar