The Resource Multidimensional diffusion processes, Daniel W. Stroock, S.R. Srinivasa Varadhan
Multidimensional diffusion processes, Daniel W. Stroock, S.R. Srinivasa Varadhan
Resource Information
The item Multidimensional diffusion processes, Daniel W. Stroock, S.R. Srinivasa Varadhan represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Multidimensional diffusion processes, Daniel W. Stroock, S.R. Srinivasa Varadhan represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 From the reviews: " ... Both the Markovprocess approach and the Itô approach ... have been immensely successful in diffusion theory. The StroockVaradhan book, developed from the historic 1969 papers by its authors, presents the martingaleproblem approach as a more powerful  and, in certain regards, more intrinsicmeans 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 stochasticprocesses 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 StroockVaradhan 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 StroockVaradhan 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
 Language
 eng
 Extent
 1 online resource (xii, 338 pages).
 Note
 "Reprint of the 1997 edition."
 Contents

 Preliminary 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
 Itô's Uniqueness and Uniqueness to the Martingale Problem
 Some Estimates on the Transition Probability Functions
 Explosion
 Limit Theorems
 The Nonunique Case
 Isbn
 9783540289999
 Label
 Multidimensional diffusion processes
 Title
 Multidimensional diffusion processes
 Statement of responsibility
 Daniel W. Stroock, S.R. Srinivasa Varadhan
 Language
 eng
 Summary
 From the reviews: " ... Both the Markovprocess approach and the Itô approach ... have been immensely successful in diffusion theory. The StroockVaradhan book, developed from the historic 1969 papers by its authors, presents the martingaleproblem approach as a more powerful  and, in certain regards, more intrinsicmeans 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 stochasticprocesses 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 StroockVaradhan 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 StroockVaradhan 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
 Cataloging source
 N$T
 http://library.link/vocab/creatorName
 Stroock, Daniel W
 Dewey number
 519.2/33
 Index
 index present
 Language note
 English
 LC call number
 QA274.75
 LC item number
 .S86 2006eb
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 Series statement
 Classics in mathematics
 http://library.link/vocab/subjectName

 Diffusion processes
 MATHEMATICS
 Diffusion processes
 Label
 Multidimensional diffusion processes, Daniel W. Stroock, S.R. Srinivasa Varadhan
 Note
 "Reprint of the 1997 edition."
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references (pages 331335) and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Preliminary 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  Itô's Uniqueness and Uniqueness to the Martingale Problem  Some Estimates on the Transition Probability Functions  Explosion  Limit Theorems  The Nonunique Case
 Control code
 66146346
 Dimensions
 unknown
 Extent
 1 online resource (xii, 338 pages).
 File format
 unknown
 Form of item
 online
 Isbn
 9783540289999
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/3540289992
 http://library.link/vocab/ext/overdrive/overdriveId
 5186686
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)66146346
 Label
 Multidimensional diffusion processes, Daniel W. Stroock, S.R. Srinivasa Varadhan
 Note
 "Reprint of the 1997 edition."
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references (pages 331335) and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Preliminary 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  Itô's Uniqueness and Uniqueness to the Martingale Problem  Some Estimates on the Transition Probability Functions  Explosion  Limit Theorems  The Nonunique Case
 Control code
 66146346
 Dimensions
 unknown
 Extent
 1 online resource (xii, 338 pages).
 File format
 unknown
 Form of item
 online
 Isbn
 9783540289999
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/3540289992
 http://library.link/vocab/ext/overdrive/overdriveId
 5186686
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)66146346
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.missouri.edu/portal/MultidimensionaldiffusionprocessesDanielW./i29EfTMvM/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/MultidimensionaldiffusionprocessesDanielW./i29EfTMvM/">Multidimensional diffusion processes, Daniel W. Stroock, S.R. Srinivasa Varadhan</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>