"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
| ISBN: | 9783662222010 |
| Publication date: | 23rd August 2014 |
| Author: | Daniel W Stroock, SRS Varadhan |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 338 pages |
| Series: | Classics in Mathematics |
| Genres: |
Probability and statistics Stochastics Mathematical physics |
"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.
Multidimensional Diffusion Processes features in the following genres: Probability and statistics, Stochastics, Mathematical physics
Paperback. Not Available.
Multidimensional Diffusion Processes was written by Daniel W Stroock, SRS Varadhan and published by Springer an imprint of Springer Berlin Heidelberg
Multidimensional Diffusion Processes has 338 pages
Yes it is part of Classics in Mathematics series