Multidimensional Diffusion Processes (Classics in Mathematics) (3540289984)

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Author: Daniel W. Stroock, S.R.S. Varadhan

Publisher: Springer (2005)

Binding: Paperback, 338 pages

pricer: $49.95

ISBN-10: 3540289984

editorialreviews

"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 techniques are presented in such a way that an adaptation in other contexts can be easily done. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. 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, 1981

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	Science/Engineering Multidimensional Diffusion Processes Multidimensional Diffusion ProcessesSpringer \| 2005-12-05 \| ISBN:3540289984 \| 338 Pages \| 4.23 MB \| PDF"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimens ...
	Science/Engineering Diffusion in Solids: Fundamentals, Methods, Materials, Diffusion-Controlled Processes Helmut Mehrer, "Diffusion in Solids: Fundamentals, Methods, Materials, Diffusion-Controlled Processes"Springer; 1 edition (August 24, 2007) \| ISBN:3540714863 \| 654 pages \| PDF \| 9,2 Mb ORMIRROR :
	Science/Engineering High Dimensional Nonlinear Diffusion Stochastic Processes High Dimensional Nonlinear Diffusion Stochastic ProcessesWorld Scientific Publishing Company \| ISBN: 9810243855 \| 2001-04-15 \| PDF \| 324 pages \| 8 Mb This work is devoted to high-dimensional (or large-scale) diffusion stochastic processes ( ...
	Science/Engineering Stochastic Processes (Classics in Applied Mathematics) Stochastic Processes (Classics in Applied Mathematics): Emanuel Parzen Society for Industrial Mathematics \| ISBN: 0898714419 \| September 1, 1999 \| PDF (OCR) \| 344 pages \| 12964 KB This introductory textbook explains how and why probabilit ...
	Science/Engineering Mathematical Theory of Optimal Processes (Classics of Soviet Mathematics) Mathematical Theory of Optimal Processes (Classics of Soviet Mathematics): L. S. Pontryagin CRC \| ISBN: 2881240771 \| March 6, 1987 \| djvu (ocr) \| 360 pages \| 6578 KB The fourth and final volume in this comprehensive set presents the maximu ...
	Technical Multidimensional Stochastic Processes as Rough Paths: Theory and Applications Peter K. Friz, Nicolas B. Victoir, "Multidimensional Stochastic Processes as Rough Paths: Theory and Applications" Cambridge University Press \| 2010 \| ISBN: 0521876079 \| 670 pages \| PDF \| 3,6 MB Rough path analysis provides a fresh pers ...

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	Science/Engineering Multidimensional Diffusion Processes Multidimensional Diffusion ProcessesSpringer \| 2005-12-05 \| ISBN:3540289984 \| 338 Pages \| 4.23 MB \| PDF"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimens ...
	Science/Engineering Diffusion in Solids: Fundamentals, Methods, Materials, Diffusion-Controlled Processes Helmut Mehrer, "Diffusion in Solids: Fundamentals, Methods, Materials, Diffusion-Controlled Processes"Springer; 1 edition (August 24, 2007) \| ISBN:3540714863 \| 654 pages \| PDF \| 9,2 Mb ORMIRROR :
	Science/Engineering High Dimensional Nonlinear Diffusion Stochastic Processes High Dimensional Nonlinear Diffusion Stochastic ProcessesWorld Scientific Publishing Company \| ISBN: 9810243855 \| 2001-04-15 \| PDF \| 324 pages \| 8 Mb This work is devoted to high-dimensional (or large-scale) diffusion stochastic processes ( ...
	Science/Engineering Stochastic Processes (Classics in Applied Mathematics) Stochastic Processes (Classics in Applied Mathematics): Emanuel Parzen Society for Industrial Mathematics \| ISBN: 0898714419 \| September 1, 1999 \| PDF (OCR) \| 344 pages \| 12964 KB This introductory textbook explains how and why probabilit ...
	Science/Engineering Mathematical Theory of Optimal Processes (Classics of Soviet Mathematics) Mathematical Theory of Optimal Processes (Classics of Soviet Mathematics): L. S. Pontryagin CRC \| ISBN: 2881240771 \| March 6, 1987 \| djvu (ocr) \| 360 pages \| 6578 KB The fourth and final volume in this comprehensive set presents the maximu ...
	Technical Multidimensional Stochastic Processes as Rough Paths: Theory and Applications Peter K. Friz, Nicolas B. Victoir, "Multidimensional Stochastic Processes as Rough Paths: Theory and Applications" Cambridge University Press \| 2010 \| ISBN: 0521876079 \| 670 pages \| PDF \| 3,6 MB Rough path analysis provides a fresh pers ...

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