Multidimensional Diffusion Processes - Daniel W. Stroock
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Présentation Multidimensional Diffusion Processes de Daniel W. Stroock Format Broché
- Livre Loisirs
Résumé :
This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view. Mathematische Operationsforschung und Statistik, 1981
Biographie:
Daniel W. Stroock is Emeritus professor of mathematics at MIT. He is a respected mathematician in the areas of analysis, probability theory and stochastic processes. Prof. Stroock has had an active career in both the research and education. From 2002 until 2006, he was the first holder of the second Simons Professorship of Mathematics. In addition, he has held several administrative posts, some within the university and others outside. In 1996, the AMS awarded him together with his former colleague jointly S.R.S. Varadhan the Leroy P. Steele Prize for seminal contributions to research in stochastic processes. Finally, he is a member of both the American Academy of Arts and Sciences, the National Academy of Sciences and a foreign member of the Polish Academy of Arts and Sciences....
Sommaire:
Daniel W.?Stroock is now Emeritus professor of the mathematics department at MIT. He is a renowned mathematician in the areas of analysis and probability theory and stochastic processes. Prof. Stroock has had an active career?in both the research and administrative levels of academia. From 2002-2006, he was selected the first holder of the second Simons Professorship of Mathematics. He has served as Chair of the Pure Math Committee from 1995-1997...
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