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
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Stroock, Daniel W
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Varadhan, S. R. S
Series statement
Grundlehren der mathematischen Wissenschaften
Series volume
Bd. 233
http://library.link/vocab/subjectName
Diffusion processes
Label
Multidimensional diffusion processes, Daniel W. Stroock, S. R. Srinivasa Varadhan
Instantiates
Publication
Note
Includes index
Bibliography note
Bibliography: pages [331]-335
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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 -- Itoâ€{u2122}s Uniqueness and Uniqueness to the Martingale Problem -- Some Estimates on the Transition Probability Functions -- Explosion -- Limit Theorems -- The Non-Unique Case
Control code
4776883
Dimensions
25 cm
Extent
xii, 338 pages
Isbn
9780387903538
Lccn
79001234
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(WaOLN)165024
Label
Multidimensional diffusion processes, Daniel W. Stroock, S. R. Srinivasa Varadhan
Publication
Note
Includes index
Bibliography note
Bibliography: pages [331]-335
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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 -- Itoâ€{u2122}s Uniqueness and Uniqueness to the Martingale Problem -- Some Estimates on the Transition Probability Functions -- Explosion -- Limit Theorems -- The Non-Unique Case
Control code
4776883
Dimensions
25 cm
Extent
xii, 338 pages
Isbn
9780387903538
Lccn
79001234
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(WaOLN)165024

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
Processing Feedback ...