Multidimensional Diffusion Processes

Auteur: Stroock, Daniel W.
Editeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
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."
Sur commande
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."
ISBN / EAN 9783662222010
Auteur Stroock, Daniel W.
Editeur Springer-Verlag Berlin and Heidelberg GmbH & Co. KG