Multidimensional Diffusion Processes

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

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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... 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.

Related Subjects

Math Mathematics Science Science & Math Science & Scientists Science & Technology

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Multidimensional Diffusion Processes

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