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Gaussian Measures in Finite and Infinite Dimensions
Daniel W. Stroock
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• Author(s): Daniel W. Stroock • Publisher: Springer Verlag • Publisher Imprint: Springer • Subject: Mathematics and Statistics • BISAC: Probability & Statistics - GeneralThis text provides a concise introduction, suitable for a one-semester ...
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Multidimensional Diffusion Processes
Daniel W. Stroock
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• Author(s): Daniel W. Stroock • Publisher: Springer • Publisher Imprint: Springer • BISAC: Probability & Statistics - GeneralFrom the Back CoverFrom the reviews: "... Both the Markov-process approach and the Itô approach ... have been imme...
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