XII, 338 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. D03546 3540903534 Sprache: Englisch Gewicht in Gramm: 1150.

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Detalles bibliogr�ficos

T�tulo

Multidimensional diffusion processes. Grundlehren der mathematischen Wissenschaften; 233.

Editor

Berlin, Springer

Fecha de publicaci�n

1979

Idioma

Ingl�s

ISBN 10

3540903534

ISBN 13

9783540903536

Encuadernaci�n

Hardcover

Peso

1150 gramos

Cat�logos de vendedores

AA Varia

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Sinopsis

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 Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. 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.

Rese�a del editor

"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 Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. 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, 1981

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