Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts, Series Number 6)

Stroock, Daniel W.

ISBN 10: 0521333660 / ISBN 13: 9780521333665

Editore: Cambridge University Press, 1987

Riguardo questo articolo

Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-Y-021-00424

Dati bibliografici

Titolo: Lectures on Stochastic Analysis: Diffusion ...

Casa editrice: Cambridge University Press

Data di pubblicazione: 1987

Legatura: Rilegato

Condizione: Good

Descrizione articolo

Riassunto:

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. In order to emphasize the intuitive aspects of probabilistic techniques, diffusion theory is presented as a natural generalization of the flow generated by a vector field. Essential to the development of this idea is the introduction of martingales and the formulation of diffusion theory in terms of martingales. The book will make valuable reading for advanced students in probability theory and analysis and will be welcomed as a concise account of the subject by research workers in these fields.

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.