000			01811nam a22002297a 4500
003			OSt
005			20241121152359.0
008			191024b ||||| |||| 00| 0 eng d
020			_a9783540289982
040			_cTata Book House _aICTS-TIFR
050			_aQA274.75
100			_aDaniel W. Stroock
245			_aMultidimensional diffusion processes
260			_aHeidelberg: _bSpringer-Verlag _c[c1979]
300			_a338 p
505			_a1. Introduction 2. Preliminary Material: Extension Theorems, Martingales, and Compactness 3. Markov Processes, Regularity of Their Sample Paths, and the Wiener Measure 4. Parabolic Partial Differential Equations 5. The Stochastic Calculus of Diffusion Theory 6. Stochastic Differential Equations 7. The Martingale Formulation 8. Uniqueness 9. Itô’s Uniqueness and Uniqueness to the Martingale Problem 10. Some Estimates on the Transition Probability Functions 11. Explosion 12. Limit Theorems 13. The Non-unique Case
520			_aThis 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			_aMathematics
700			_aS. R. Srinivasa Varadhan
856			_uhttps://link.springer.com/book/10.1007/3-540-28999-2#toc
942			_2lcc _cBK
999			_c2860 _d2860