Cargando…
Multidimensional diffusion processes
From the reviews: "… Both the Markov-process approach and the Itô approach … have been immensely successful in diffusion theory. The Stroock-Varadhan book, developed from the historic 1969 papers by its authors, presents the martingale-problem approach as a more powerful - and, in certain regar...
| Autores principales: | , |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
1997
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/3-540-28999-2 http://cds.cern.ch/record/2023221 |