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Название: Multidimensional Diffusion Processes (Classics in Mathematics)
Авторы: Stroock D., Varadhan S.
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." Mathematische Operationsforschung und Statistik