Lectures on Stochastic Analysis: Diffusion Theory - Rilegato

Stroock, Daniel W.

Rilegato

ISBN 10: 0521333660 ISBN 13: 9780521333665

Casa editrice: Cambridge University Press, 1987

Riassunto

This book is based on a course given at Massachusetts Institute of Technology.

Su questo libro

Descrizione del libro

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.

Contenuti

1. Stochastic processes and measures on function space; 2. Diffusions and martingales; 3. The martingale problem formulation of diffusion theory.

Dettagli dell'edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 1987
• Lingua: Inglese
• ISBN 10: 0521333660
• ISBN 13: 9780521333665
• Rilegatura: Copertina rigida
• Numero di pagine: 137
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia