Multidimensional Diffusion Processes

Stroock, Daniel W. & Varadhan, S. R. Srinivasa

ISBN 10: 0387903534 / ISBN 13: 9780387903538

Published by Springer Verlag, New York, 1979

About this Item

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 Typical internal stamps including withdrawn stamps.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

Bibliographic Details

• Title: Multidimensional Diffusion Processes
• Publisher: Springer Verlag, New York
• Publication Date: 1979
• Language: English
• ISBN 10: 0387903534
• ISBN 13: 9780387903538
• Binding: Hardcover
• Condition: Fair with no dust jacket

About this title

Synopsis

From the "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

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