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OverviewThis 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, and also to all those interested in Markov processes from a more theoretical point of view. Full Product DetailsAuthor: Daniel W Stroock (Massachusetts Institute of Technology) , S R VaradhanPublisher: Springer Imprint: Springer ISBN: 9781280360695ISBN 10: 1280360690 Pages: 338 Publication Date: 01 January 2006 Audience: General/trade , General Format: Undefined Publisher's Status: Active Availability: In stock  We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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