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Multidimensional diffusion processes

By: Contributor(s): Material type: TextTextLanguage: English Series: Grundlehren der mathematischen wissenschaften; 233Publication details: Berlin Springer-Verlag 1979Description: xii,338pISBN:
  • 3-540-90353-4
Subject(s): DDC classification:
  • 519.237 St924
Summary: 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 tec
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata NBHM Collection 519.237 St924 (Browse shelf(Opens below)) Available 125382
Total holds: 0

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 tec

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