Lectures on Stochastic Analysis: Diffusion Theory - Couverture souple

Stroock, Daniel W.

Couverture souple

ISBN 10 : 0521336457 ISBN 13 : 9780521336451

Editeur : Cambridge University Press, 2009

Synopsis

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

A propos du livre

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.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2009
• Langue: anglais
• ISBN 10: 0521336457
• ISBN 13: 9780521336451
• Reliure: Broché
• Numéro d'édition: 1
• Nombre de pages: 140
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible