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Multidimensional Diffusion Processes - Classics in Mathematics (Paperback)
  • Multidimensional Diffusion Processes - Classics in Mathematics (Paperback)
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Multidimensional Diffusion Processes - Classics in Mathematics (Paperback)

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£49.99
Paperback 338 Pages / Published: 23/08/2014
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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
ISBN: 9783662222010
Number of pages: 338
Weight: 545 g
Dimensions: 235 x 155 x 19 mm

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