"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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"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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Add this copy of Multidimensional Diffusion Processes to cart. $51.93, good condition, Sold by ThriftBooks-Reno rated 5.0 out of 5 stars, ships from Reno, NV, UNITED STATES, published 1979 by Springer.
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Very Good with No dust jacket as issued. 0387903534. Some sunning to covers, very lightly crimped corners, otherwise text clean and solid; no dust jacket; Grundlehern Der Mathematischen Wissenschaften 233; 8vo 8"-9" tall; 338 pages.
Add this copy of Multidimensional Diffusion Processes (Graduate Texts in to cart. $94.58, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1979 by Springer-Verlag Telos.
