Coverart for item
The Resource Multidimensional diffusion processes, Daniel W. Stroock, S.R. Srinivasa Varadhan

Multidimensional diffusion processes, Daniel W. Stroock, S.R. Srinivasa Varadhan

Label
Multidimensional diffusion processes
Title
Multidimensional diffusion processes
Statement of responsibility
Daniel W. Stroock, S.R. Srinivasa Varadhan
Creator
Author
Subject
Language
eng
Summary
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
Member of
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
Instantiates
Publication
Note
"Reprint of the 1997 edition."
Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 331-335) 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 Non-unique 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
10.1007/3-540-28999-2
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
Publication
Note
"Reprint of the 1997 edition."
Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 331-335) 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 Non-unique 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
10.1007/3-540-28999-2
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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