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Multidimensional Diffusion Processes
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Multidimensional Diffusion Processes

"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book.
ISBN
9783662222010
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2014-08-23
Sidor
338