{"product_id":"multidimensional-diffusion-processes-9783662222010","title":"Multidimensional Diffusion Processes","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eFrom 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\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePreliminary Material: Extension Theorems, Martingales, and Compactness.- Markov Processes, Regularity of Their Sample Paths, and the Wiener Measure.- Parabolic Partial Differential Equations.- The Stochastic Calculus of Diffusion Theory.- Stochastic Differential Equations.- The Martingale Formulation.- Uniqueness.- Ito’s Uniqueness and Uniqueness to the Martingale Problem.- Some Estimates on the Transition Probability Functions.- Explosion.- Limit Theorems.- The Non-Unique Case","brand":"Springer-Verlag Berlin and Heidelberg GmbH \u0026 Co. KG","offers":[{"title":"Default Title","offer_id":53198318928215,"sku":"9783662222010","price":44.99,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/bookcurl.com\/products\/multidimensional-diffusion-processes-9783662222010","provider":"Book Curl","version":"1.0","type":"link"}