Lectures on Stochastic Analysis: Diffusion Theory: 6 (London Mathematical Society Student Texts, Series Number 6) - Softcover

Stroock, Daniel W.

 
9780521336451: Lectures on Stochastic Analysis: Diffusion Theory: 6 (London Mathematical Society Student Texts, Series Number 6)
Softcover
ISBN 10: 0521336457 ISBN 13: 9780521336451
Publisher: Cambridge University Press, 2009

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.

"synopsis" may belong to another edition of this title.

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.

Publisher
Cambridge University Press
Publication date
2009
Language
English
ISBN 10 
0521336457
ISBN 13 
9780521336451
Binding
Paperback
Edition number
1
Number of pages
140

Other Popular Editions of the Same Title

9780521333665: Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts, Series Number 6)

Featured Edition

ISBN 10:  0521333660 ISBN 13:  9780521333665
Publisher: Cambridge University Press, 1987
Hardcover