Multidimensional Diffusion Processes / Najlacnejšie knihy
Multidimensional Diffusion Processes

Code: 05183989

Multidimensional Diffusion Processes

by Daniel W. Stroock, S.R.S. Varadhan

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 stude ... more

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Book 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§

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Book category Books in English Mathematics & science Mathematics Probability & statistics

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