Titolo: Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts, Series Number 6)
Editore: Cambridge University Press
Data di pubblicazione: 1987
Lingua: Inglese
ISBN 10: 0521336457
ISBN 13: 9780521336451
Rilegatura: Brossura
Condizione: New

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Riassunto

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

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.

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