Multidimensional Diffusion Processes (Classics in Mathematics)

Stroock, Daniel W./ Varadhan, S.R.S.

Springer-Verlag Berlin and Heidelberg GmbH & Co. K（2014/08発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 338 p.
• 商品コード 9783662222010

Full Description

"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book.