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Synopsis
The series "Grundlehren der mathematischen Wissenschaften" (subtitled Comprehensive Studies in Mathematics), Springer's first series in higher mathematics, was founded by Richard Courant in 1920. The Grundlehren were conceived as a series of modern textbooks. This character is obvious in the first 60-70 volumes, but the series underwent a number of significant changes after World War II. Outwardly, the change was in language. Whereas the overwhelming majority of the first 100 volumes were published in German, the following volumes are nearly all in English. A more important change concerns the contents of the books. The original objective of the Grundlehren had been to lead students to the principal results and to recent research questions in a single relatively elementary and easily readable book.
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From the Back Cover
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 regards, more intrinsic-means of studying the foundations of the subject. [...] ... the authors make the uncompromising decision not "to proselytise by intimidating the reader with myriad examples demonstrating the full scope of the techniques", but rather to persuade the reader "with a careful treatment of just one problem to which they apply". [...] Most of the main tools of stochastic-processes theory are used, ..but it is the formidable combination of probability theory with analysis ... which is the core of the work. [...] I have emphasized the great importance of the Stroock-Varadhan book. It contains a lot more than I have indicated; in particular, its many exercises conain much interesting material.
For immediate confirmation of the subject’s sparkle, virtuosity, and depth, see ... McKean (‘s 1969 book). The Stroock-Varadhan book proceeds on its inexorable way like a massive Bach fugue. ... But old J.S. can e something of knockout if his themes get hold of you. And his influence on what followed was 8you may say) substantial."
David Williams in the Bulletin of the American Mathematical Society
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- PublisherSpringer-Verlag Telos
- Publication date1979
- ISBN 10 0387903534
- ISBN 13 9780387903538
- BindingHardcover
- LanguageEnglish
- Number of pages338
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Multidimensional Diffusion Processes
Published by
Springer Verlag, New York, 1979
ISBN 10: 0387903534
ISBN 13: 9780387903538
Used
Hardcover
Seller: Chequamegon Books, Washburn, WI, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Fair with no dust jacket. Ex university library copy-sticker on rear cover and last page, pocket on inside rear cover, call # inked out on spine. Corners worn, clear tape reinforced spine. Wear to edges. Typical internal stamps including withdrawn stamps. Front hinge a little loose ; A reading copy only. Grundlehren der mathematischen Wissenschaften 233 A Series of Comprehensive Studies in Mathematics. Text is in English. ; Ex-Library; 6 5/8 x 9 3/4 "; 338 pages. Seller Inventory # 110171
Quantity: 1 available
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Multidimensional Diffusion Processes
Seller: Michener & Rutledge Booksellers, Inc., Baldwin City, KS, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. 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. Seller Inventory # 234643
Quantity: 1 available