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Lectures on Stochastic Analysis: Diffusion Theory

Bag om Lectures on Stochastic Analysis: Diffusion Theory

This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521336451
  • Indbinding:
  • Paperback
  • Sideantal:
  • 140
  • Udgivet:
  • 19. februar 1987
  • Størrelse:
  • 152x229x8 mm.
  • Vægt:
  • 220 g.
  • 8-11 hverdage.
  • 20. november 2024
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This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions.

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