Multidimensional Diffusion Processes Classics in Mathematics

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Multidimensional Diffusion Processes (Classics in Mathematics)
Multidimensional Diffusion Processes (Classics in Mathematics) by Daniel W. Stroock and S.R.S. Varadhan
English | 2005-12-05 | ISBN: 3540289984 | 352 pages | DJVU | 1,6 mb


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. (...)

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Tags: Mathematics, Classics, Processes, Diffusion
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