Lectures on Stochastic Analysis (English, Daniel W. Stroock | J. W. Bruce)
by Daniel W. Stroock | J. W. Bruce
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521336451
ISBN-10
0521336457
Author
Daniel W. Stroock | J. W. Bruce
About the Book
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. In order to emphasize the intuitive aspects of probabilistic techniques, diffusion theory is presented as a natural generalization of the flow generated by a vector field. Essen…
ISBN: 9780521336451
ISBN-13: 9780521336451
ISBN-10: 0521336457
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Product ID: isbn-9780521336451
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