Multidimensional diffusion processes / Daniel W. Stroock, S. R. S. Varadhan
Main Author: | Stroock, Daniel W. |
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Other Authors: | Varadhan, S. R. Srinivasa |
Format: | MONOGRAPHS |
Language: | English |
Published: |
Berlin : Springer, 2006 |
Subjects: |
Diffusion processes.
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Physical Description: |
xii, 338 p. : 23 cm. |
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Bibliography: |
Includes bibliographical references and index. |
ISBN: |
9783540289982 |