Articles liés à Lectures on Stochastic Analysis: Diffusion Theory

Lectures on Stochastic Analysis: Diffusion Theory - Couverture souple

Livre 1 sur 83: London Mathematical Society Student Texts

Stroock, Daniel W.

 
9780521336451: Lectures on Stochastic Analysis: Diffusion Theory
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. 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 « Synopsis » peuvent faire référence à une autre édition de ce titre.

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.

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
Avery
https://www.avery.fr/

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