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Multidimensional Diffusion Processes
Language
English
English
Book
Paperback
From the reviews: "This book is an excellent presentation of the application of martingale theory to...
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Libristo code: 05183989
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145 b
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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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About the book
Full name
Multidimensional Diffusion Processes
Author
Daniel W. Stroock, S.R.S. Varadhan
Language
English
English
Binding
Book - Paperback
Date of issue
2013
Number of pages
338
EAN
9783662222010
ISBN
3662222019
Libristo code
05183989
Weight
540
Dimensions
155 x 235 x 25
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