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Lectures on Stochastic Analysis: Diffusion Theory
part of the London Mathematical Society Student Texts series
- Binding:
- Paperback
- Pages:
- 140
- Published:
- February 18, 1987
- Dimensions:
- 152x229x8 mm.
- Weight:
- 220 g.
Delivery:
1-2 weeks
Expected delivery: November 17, 2024
Description of 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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