From the reviews: "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. [...] 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
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Number of pages: 338
Weight: 545 g
Dimensions: 235 x 155 x 19 mm
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