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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. In order to emphasize the i...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Cambridge [Cambridgeshire] ; New York :
Cambridge University Press,
1987.
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| Collection: | London Mathematical Society student texts ;
6. |
| Sujets: | |
| Accès en ligne: | Texto completo |