TY  - BOOK
AU  - Stroock Daniel W
AU  - Varadhan S R Srinivasa
TI  - Multidimensional diffusion processes
SN  - 3-540-90353-4
U1  - 519.237 
PY  - 1979///
CY  - Berlin
PB  - Springer-Verlag
KW  - Diffusion processes
KW  - Probabilities
N2  - 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
ER  -