Multidimensional diffussion processes

Autori

• Daniel W. Stroock

Parametri

• Matematica
• Die Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen

Maggiori informazioni sul libro

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

Per saperne di più

Lingua: Inglese

Pubblicato: 1997