Multidimensional Diffusion Processes

Language: English

Published by Springer Aug 2014, 2014

3662222019 / 9783662222010

Series: Book 5 of 14 - Classics in Mathematics

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This item is printed on demand - Print on Demand Titel. Neuware -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 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, 1981Springer Nature Customer Service Center GmbH, Europaplatz 3, 69115 Heidelberg 356 pp. Englisch.

Seller Inventory # 9783662222010

Title
Multidimensional Diffusion Processes
Author
S. R. S. Varadhan
Publisher
Springer Aug 2014
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3662222019
ISBN 13
9783662222010
Item weight
540 grams
Dimensions
235x155x20 mm
Series
Book 5 of 14: Classics in Mathematics

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

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