Lectures on Stochastic Analysis: Diffusion Theory - London Mathematical Society Student Texts - Daniel W. Stroock - Books - Cambridge University Press - 9780521336451 - February 19, 1987
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Lectures on Stochastic Analysis: Diffusion Theory - London Mathematical Society Student Texts

Daniel W. Stroock

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Lectures on Stochastic Analysis: Diffusion Theory - London Mathematical Society Student Texts

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.

140 pages, index

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 19, 1987
ISBN13 9780521336451
Publishers Cambridge University Press
Pages 140
Dimensions 152 × 229 × 8 mm   ·   220 g
Language English  
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