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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
Engelsk
Vekt
310 gram
Utgivelsesdato
23.8.2014
Antall sider
338