Lectures on Stochastic Analysis: Diffusion Theory (Bog, Paperback / softback, Engelsk) af Daniel W. Stroock

Lectures on Stochastic Analysis: Diffusion Theory

(Bog, Paperback / softback, Engelsk)
Forfatter: Daniel W. Stroock

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Beskrivelse

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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Alle detaljer

Forlag Cambridge University Press
Forfatter Daniel W. Stroock
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 19-02-1987
Første udgivelsesår 1987
Serie London Mathematical Society Student Texts
Illustrationer Worked examples or Exercises
Originalsprog United Kingdom
Sideantal 140
Indbinding Paperback / softback
Forlag Cambridge University Press
Sideoplysninger 140 pages, Worked examples or Exercises
Mål 229 x 152 x 8
ISBN-13 / EAN-13 9780521336451