Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts)

Daniel W. Stroock

ISBN 10: 0521336457 / ISBN 13: 9780521336451

Editore: Cambridge University Press, 1987

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Type: Book Small plain label inside cover.Letter J stamped on title page.

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Dati bibliografici

• Titolo: Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts)
• Editore: Cambridge University Press
• Data di pubblicazione: 1987
• Lingua: Inglese
• ISBN 10: 0521336457
• ISBN 13: 9780521336451
• Rilegatura: Paperback
• Edizione: First Edition.
• Condizione: Good
• Condizione della sovraccoperta: No d/j as Published
• Cataloghi dei venditori:
  • MATHEMATICS

Descrizione articolo

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.