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Synopsis
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
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From the Back Cover
From the reviews:
" Both the Markov-process approach and the Itô approach have been immensely successful in diffusion theory. The Stroock-Varadhan book, developed from the historic 1969 papers by its authors, presents the martingale-problem approach as a more powerful - and, in certain regards, more intrinsic-means of studying the foundations of the subject. [ ] the authors make the uncompromising decision not "to proselytise by intimidating the reader with myriad examples demonstrating the full scope of the techniques", but rather to persuade the reader "with a careful treatment of just one problem to which they apply". [ ] Most of the main tools of stochastic-processes theory are used, ..but it is the formidable combination of probability theory with analysis which is the core of the work. [ ] I have emphasized the great importance of the Stroock-Varadhan book. It contains a lot more than I have indicated; in particular, its many exercises conain much interesting material.
For immediate confirmation of the subject s sparkle, virtuosity, and depth, see McKean ( s 1969 book). The Stroock-Varadhan book proceeds on its inexorable way like a massive Bach fugue. But old J.S. can e something of knockout if his themes get hold of you. And his influence on what followed was 8you may say) substantial."
David Williams in the Bulletin of the American Mathematical Society
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Multidimensional Diffusion Processes
Published by
Springer-Verlag, New York, NY, 1995
ISBN 10: 3540289984
ISBN 13: 9783540289982
Used
Paperback
Seller: Black Cat Hill Books, Oregon City, OR, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Fine. Reprint. Fine in Wraps: flawless; the binding is square and secure; the text is clean. Free of creases to the panels. Free of creases to the back-strip. Free of creased or dog-eared pages in the text. Free of any underlining, hi-lighting or marginalia or marks in the text. Free of ownership names, dates, addresses, notations, inscriptions, stamps, or labels. A handsome, like-new copy, structurally sound and tightly bound, showing no discernible imperfections. NOT a Remainder, Book-Club, or Ex-Library. 8vo (9.25 x 6.15 x 0.95 inches) . Language: English. Weight: 20 ounces. Yellow self-wrappers with dark blue titles at the front panel and backstrip. This title was first published in 1977. Paperback: French wraps (with DJ-like flaps. 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. ; Classics in Mathematics; Large 8vo 9" - 10" tall; xii, 338 pages. Seller Inventory # 59450
Quantity: 1 available
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Multidimensional Diffusion Processes
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: Used. pp. 356 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. Seller Inventory # 7548594
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