Multidimensional Diffusion Processes (eng)

Stroock, Daniel W.

ISBN 10: 3662222019 / ISBN 13: 9783662222010

Verlag: Springer, 2014

Questo è un articolo print on demand. Bestandsnummer des Verkäufers 7a32fefd2fcd4de1ac9a409a01c2b9ed

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Review: "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

Über die Autorin bzw. den Autor: Daniel W. Stroock is Emeritus professor of mathematics at MIT. He is a respected mathematician in the areas of analysis, probability theory and stochastic processes. Prof. Stroock has had an active career in both the research and education. From 2002 until 2006, he was the first holder of the second Simons Professorship of Mathematics. In addition, he has held several administrative posts, some within the university and others outside. In 1996, the AMS awarded him together with his former colleague jointly S.R.S. Varadhan the Leroy P. Steele Prize for seminal contributions to research in stochastic processes. Finally, he is a member of both the American Academy of Arts and Sciences, the National Academy of Sciences and a foreign member of the Polish Academy of Arts and Sciences.

Bibliografische Details

Titel: Multidimensional Diffusion Processes (eng)
Verlag: Springer
Erscheinungsdatum: 2014
Einband: Softcover
Zustand: new