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Bøger af S.R.S. Varadhan

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  • af S.R.S. Varadhan
    428,95 kr.

  • af Daniel W. Stroock & S.R.S. Varadhan
    561,95 kr.

    From the reviews: "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."

  • af Mark I. Freidlin, Robert Azencott & S.R.S. Varadhan
    716,95 kr.

    Contents: Azencott, R. : Large deviations and applications.- Freidlin, Mark I. Semi-linear PDE's and limit theorems for large deviations- Varadhan, Srinivasa R.S.: Large deviations and applications.

  • - Particle Systems and Their Large Deviations
    af S.R.S. Varadhan
    1.229,95 kr.

    From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a graduate student in 1959. He wrote a series of papers on the Martingale Problem and diffusions together with Stroock, and another series of papers on Large Deviations together with Donsker.

  • - PDE, SDE, Diffusions, Random Media
    af S.R.S. Varadhan
    1.105,95 kr.

    From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a graduate student in 1959. He wrote a series of papers on the Martingale Problem and diffusions together with Stroock, and another series of papers on Large Deviations together with Donsker.

  • af S.R.S. Varadhan
    364,95 kr.

    An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps.

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