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Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts, Series Number 6) - Hardcover
Book 1 of 83: London Mathematical Society Student Texts
Synopsis
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.
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Book Description
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.
"About this title" may belong to another edition of this title.
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Lectures on Stochastic Analysis : Diffusion Theory
Published by
Cambridge University Press, 1987
ISBN 10: 0521333660
ISBN 13: 9780521333665
Used
Hardcover
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Condition: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 15313434-20
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Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts, Series Number 6)
Published by
Cambridge University Press, 1987
ISBN 10: 0521333660
ISBN 13: 9780521333665
Used
Hardcover
Seller: -OnTimeBooks-, Phoenix, AZ, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail. Seller Inventory # OTV.0521333660.G
Stock Image
Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts, Series Number 6)
Published by
Cambridge University Press, 1987
ISBN 10: 0521333660
ISBN 13: 9780521333665
Used
Hardcover
Seller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 4 out of 5 stars
hardcover. Condition: Good. Ex-library book with stickers and/or stamps throughout. Seller Inventory # mon0004047647