Lectures on Stochastic Analysis: Diffusion Theory 1
bokomslag Lectures on Stochastic Analysis: Diffusion Theory
Vetenskap & teknik

Lectures on Stochastic Analysis: Diffusion Theory

Daniel W Stroock • J W Bruce

Pocket

479:-

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  • 140 sidor
  • 1987
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.
  • Författare: Daniel W Stroock, J W Bruce
  • Format: Pocket/Paperback
  • ISBN: 9780521336451
  • Språk: Engelska
  • Antal sidor: 140
  • Utgivningsdatum: 1987-02-19
  • Förlag: Cambridge University Press

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