Introduction to the Theory of Diffusion Processes - Brossura

Krylov, N. V.

 
9780821846001: Introduction to the Theory of Diffusion Processes

Sinossi

Presents the basic elements of the theory of diffusion processes, for readers with no knowledge of probability theory or stochastic processes. Prerequisites are second-year university mathematics and a knowledge of one-dimensional Lebesgue measures. The diffusion processes are interpreted as solutions of It('s stochastic integral equations. Translated from an original Russian manuscript. Annotation copyright Book News, Inc. Portland, Or.

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