Die Grundlehren der Mathematischen Wissenschaften

1 total work

Multidimensional Diffusion Processes

by Daniel W. Stroock and S.R.S. Varadhan

Published 31 December 1979

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