Multidimensional Diffusion Processes

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

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 3540903534
• ISBN13: 9783540903536
• Release Date: January 2005
• Publisher: Springer
• Length: 338 Pages
• Weight: 1.85 lbs.