Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts 6)

Daniel W. Stroock

ISBN 10: 0521336457 / ISBN 13: 9780521336451

Edité par Cambridge University Press, 1987

128 pp., Paperback, fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. N° de réf. du vendeur ZB1317625

Synopsis :

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

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 bibliographiques

Titre : Lectures on Stochastic Analysis: Diffusion ...
Éditeur : Cambridge University Press
Date d'édition : 1987
Reliure : Couverture souple
Etat : Fine