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Overview"""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" Full Product DetailsAuthor: Daniel W. Stroock , S.R.S. VaradhanPublisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K Dimensions: Width: 15.50cm , Height: 1.90cm , Length: 23.50cm Weight: 0.545kg ISBN: 9783662222010ISBN 10: 3662222019 Pages: 338 Publication Date: 23 August 2014 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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