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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge [Cambridgeshire] ; New York :
Cambridge University Press,
1987.
|
| Colección: | London Mathematical Society student texts ;
6. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Stroock, Daniel W. | |
| 245 | 1 | 0 | |a Lectures on stochastic analysis : |b diffusion theory / |c Daniel W. Stroock. |
| 260 | |a Cambridge [Cambridgeshire] ; |a New York : |b Cambridge University Press, |c 1987. | ||
| 300 | |a 1 online resource (ix, 128 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 490 | 1 | |a London Mathematical Society student texts ; |v 6 | |
| 500 | |a Includes index. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a 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. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Diffusion processes. | |
| 650 | 0 | |a Stochastic analysis. | |
| 650 | 6 | |a Processus de diffusion. | |
| 650 | 6 | |a Analyse stochastique. | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x Stochastic Processes. |2 bisacsh | |
| 650 | 7 | |a Stochastic analysis |2 fast | |
| 650 | 7 | |a Diffusion processes |2 fast | |
| 650 | 7 | |a Diffusion |2 gnd | |
| 650 | 7 | |a Stochastische Analysis |2 gnd | |
| 776 | 0 | 8 | |i Print version: |a Stroock, Daniel W. |t Lectures on stochastic analysis. |d Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1987 |z 0521333660 |w (DLC) 86020782 |w (OCoLC)14097825 |
| 830 | 0 | |a London Mathematical Society student texts ; |v 6. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=551352 |z Texto completo |
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