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Lectures on Stochastic Analysis: Diffusion Theory: 6 (London Mathematical Society Student Texts, Series Number 6) - Softcover
Book 1 of 83: London Mathematical Society Student Texts
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This book is based on a course given at Massachusetts Institute of Technology.
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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.
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Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts, Series Number 6) (Volume 0)
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Cambridge University Press, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
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Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts, Series Number 6) (Volume 0)
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Cambridge University Press, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
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Lectures on Stochastic Analysis: Diffusion Theory: 6 (London Mathematical Society Student Texts, Series Number 6)
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Cambridge University Press 2009-03-09, 2009
ISBN 10: 0521336457
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Lectures on Stochastic Analysis: Diffusion Theory: 6 (London Mathematical Society Student Texts, Series Number 6)
Published by
Cambridge University Press, 2009
ISBN 10: 0521336457
ISBN 13: 9780521336451
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Condition: New. This book is based on a course given at Massachusetts Institute of Technology. Series: London Mathematical Society Student Texts. Num Pages: 140 pages, index. BIC Classification: PBT. Category: (U) Tertiary Education (US: College). Dimension: 235 x 156 x 8. Weight in Grams: 220. . 2009. 1st Edition. paperback. . . . . Seller Inventory # V9780521336451
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Lectures on Stochastic Analysis
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Cambridge University Press CUP, 1987
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Lectures on Stochastic Analysis: Diffusion Theory
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ISBN 10: 0521336457
ISBN 13: 9780521336451
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Lectures on Stochastic Analysis
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Cambridge University Press, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
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Lectures on Stochastic Analysis: Diffusion Theory: 6 (London Mathematical Society Student Texts, Series Number 6)
Published by
Cambridge University Press, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
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Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.
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Condition: New. This book is based on a course given at Massachusetts Institute of Technology. Series: London Mathematical Society Student Texts. Num Pages: 140 pages, index. BIC Classification: PBT. Category: (U) Tertiary Education (US: College). Dimension: 235 x 156 x 8. Weight in Grams: 220. . 2009. 1st Edition. paperback. . . . . Books ship from the US and Ireland. Seller Inventory # V9780521336451
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Lectures on Stochastic Analysis
Published by
Cambridge University Press, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
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Softcover
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Lectures on Stochastic Analysis: Diffusion Theory (Paperback)
Published by
Cambridge University Press, Cambridge, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
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Paperback. Condition: new. Paperback. 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521336451
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