{"product_id":"multidimensional-diffusion-processes-9783662222010","title":"Multidimensional Diffusion Processes","description":"\u003cp\u003e • Author(s): Daniel W. Stroock\u003cbr\u003e • Publisher: Springer\u003cbr\u003e • Publisher Imprint: Springer\u003cbr\u003e • BISAC: Probability \u0026amp; Statistics - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Back Cover\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e\u003cem\u003eFrom the reviews: \u003c\/em\u003e\u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e \u003cp\u003e\"... Both the Markov-process approach and the Itô approach ... have been immensely successful in diffusion theory. The Stroock-Varadhan book, developed from the historic 1969 papers by its authors, presents the martingale-problem approach as a more powerful - and, in certain regards, more intrinsic-means of studying the foundations of the subject. [...] ... the authors make the uncompromising decision not \"to proselytise by intimidating the reader with myriad examples demonstrating the full scope of the techniques\", but rather to persuade the reader \"with a careful treatment of just one problem to which they apply\". [...] Most of the main tools of stochastic-processes theory are used, ..but it is the formidable combination of probability theory with analysis ... which is the core of the work. [...] I have emphasized the great importance of the Stroock-Varadhan book. It contains a lot more than I have indicated; in particular, its many exercises conain much interesting material. \u003cbr\u003eFor immediate confirmation of the subject's sparkle, virtuosity, and depth, see ... McKean ('s 1969 book). The Stroock-Varadhan book proceeds on its inexorable way like a massive Bach fugue. ... But old J.S. can e something of knockout if his themes get hold of you. And his influence on what followed was 8you may say) substantial.\"\u003cbr\u003e\u003cem\u003eDavid Williams\u003c\/em\u003e in \u003cem\u003ethe Bulletin of the American Mathematical Society\u003c\/em\u003e\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Paperback","offer_id":45274028441751,"sku":"9783662222010","price":4040.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9783662222010.webp?v=1769238492","url":"https:\/\/atlanticbooks.com\/products\/multidimensional-diffusion-processes-9783662222010","provider":"Atlantic Books","version":"1.0","type":"link"}