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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
| 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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