Daniel W. Stroock
Lectures on Stochastic Analysis: Diffusion Theory
Ebook (PDF Format)
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. Essential to the development of this idea is the introduction of martingales and the formulation of diffusion theory in terms of martingales. The book will make valuable reading for advanced students in pr…
Mehr
Beschreibung
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. Essential to the development of this idea is the introduction of martingales and the formulation of diffusion theory in terms of martingales. The book will make valuable reading for advanced students in probability theory and analysis and will be welcomed as a concise account of the subject by research workers in these fields.
CHF 34.80
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
Versandkostenfrei
Produktdetails
- ISBN: 978-0-511-87237-2
- EAN: 9780511872372
- Produktnummer: 14823562
- Verlag: Cambridge University Press
- Sprache: Englisch
- Erscheinungsjahr: 1987
- Seitenangabe: 0 S.
- Plattform: PDF
- Masse: 10'641 KB
37 weitere Werke von Daniel W. Stroock:
Bewertungen
0 von 0 Bewertungen
Anmelden
Keine Bewertungen gefunden. Seien Sie der Erste und teilen Sie Ihre Erkenntnisse mit anderen.