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Lectures on Stochastic Analysis: Diffusion Theory

Om Lectures on Stochastic Analysis: Diffusion Theory

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.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9780521336451
  • Bindende:
  • Paperback
  • Sider:
  • 140
  • Utgitt:
  • 19 februar 1987
  • Dimensjoner:
  • 152x229x8 mm.
  • Vekt:
  • 220 g.
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Leveringstid: 2-4 uker
Forventet levering: 15 oktober 2024

Beskrivelse av Lectures on Stochastic Analysis: Diffusion Theory

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.

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