Multidimensional diffusion processes (Record no. 2860)

000 -LEADER
fixed length control field 01811nam a22002297a 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20241121152359.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 191024b ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783540289982
040 ## - CATALOGING SOURCE
Transcribing agency Tata Book House
Original cataloging agency ICTS-TIFR
050 ## - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274.75
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Daniel W. Stroock
245 ## - TITLE STATEMENT
Title Multidimensional diffusion processes
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Heidelberg:
Name of publisher, distributor, etc. Springer-Verlag
Date of publication, distribution, etc. [c1979]
300 ## - Physical Description
Pages: 338 p
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1. Introduction<br/>2. Preliminary Material: Extension Theorems, Martingales, and Compactness<br/>3. Markov Processes, Regularity of Their Sample Paths, and the Wiener Measure<br/>4. Parabolic Partial Differential Equations<br/>5. The Stochastic Calculus of Diffusion Theory<br/>6. Stochastic Differential Equations<br/>7. The Martingale Formulation<br/>8. Uniqueness<br/>9. Itô’s Uniqueness and Uniqueness to the Martingale Problem<br/>10. Some Estimates on the Transition Probability Functions<br/>11. Explosion<br/>12. Limit Theorems<br/>13. The Non-unique Case
520 ## - SUMMARY, ETC.
Summary, etc. 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. --- summary provided by publisher
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematics
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name S. R. Srinivasa Varadhan
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://link.springer.com/book/10.1007/3-540-28999-2#toc">https://link.springer.com/book/10.1007/3-540-28999-2#toc</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Book
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Shelving location Date acquired Full call number Accession No. Koha item type
          ICTS Rack No 5 10/24/2019 QA274.75 02215 Book