num_pages: 338
description: From the "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. [...] 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
language: English
title: Multidimensional Diffusion Processes
titlecomplete: Multidimensional Diffusion Processes (Grundlehren der mathematischen Wissenschaften)
publisher: Springer