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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
Daniel W. Stroock
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
| Medie | Bøger Paperback Bog (Bog med blødt omslag og limet ryg) |
| Udgivet | 19. februar 1987 |
| ISBN13 | 9780521336451 |
| Forlag | Cambridge University Press |
| Antal sider | 140 |
| Mål | 152 × 229 × 8 mm · 220 g |
| Sprog | Engelsk |
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