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Multidimensional Diffusion Processes - Stroock, Daniel W., and Varadhan, S.R.S.
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"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 ...

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Multidimensional Diffusion Processes 2014, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin

ISBN-13: 9783662222010

Paperback

Multidimensional Diffusion Processes 2005, Springer, Berlin, Germany

ISBN-13: 9783540289982

Hardcover

Multidimensional Diffusion Processes 1997, Springer, Berlin, Germany

ISBN-13: 9783540903536

1979 edition

Hardcover

Multidimensional Diffusion Processes 1979, Springer, Berlin, Germany

ISBN-13: 9780387903538

Hardcover