Articles liés à Lectures on Stochastic Analysis: Diffusion Theory
Présentation de l'éditeur
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurCambridge University Press
- Date d'édition1987
- ISBN 10 0521333660
- ISBN 13 9780521333665
- ReliureRelié
- Langueanglais
- Nombre de pages137
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Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts, Series Number 6)
Edité par
Cambridge University Press, 1987
ISBN 10 : 0521333660
ISBN 13 : 9780521333665
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