Items related to Lectures on Stochastic Analysis: Diffusion Theory:...
Lectures on Stochastic Analysis: Diffusion Theory: 6 (London Mathematical Society Student Texts, Series Number 6) - Softcover
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.
Search results for Lectures on Stochastic Analysis: Diffusion Theory:...
Stock Image
Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts)
Published by
Cambridge University Press, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
Used
Paperback
First Edition
Seller: Fireside Bookshop, Stroud, GLOS, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Good. First Edition. Type: Book Small plain label inside cover.Letter J stamped on title page. Seller Inventory # 053136
Quantity: 1 available
Stock Image
Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts 6)
Published by
Cambridge University Press, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
Used
Softcover
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Seller rating 5 out of 5 stars
Condition: Fine. *FREE DOMESTIC SHIPPING until Monday, June 30* 128 pp., Paperback, fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Seller Inventory # ZB1317625
Quantity: 1 available
Stock Image
Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts)
Published by
Cambridge University Press 2009-03-09, 2009
ISBN 10: 0521336457
ISBN 13: 9780521336451
New
Paperback
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Seller Inventory # 6666-IUK-9780521336451
Quantity: 10 available
Stock Image
Lectures on Stochastic Analysis: Diffusion Theory
Published by
Cambridge University Press, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
New
Paperback / softback
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 250. Seller Inventory # C9780521336451
Quantity: Over 20 available
Stock Image
Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts, Series Number 6)
Published by
Cambridge University Press, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
New
Softcover
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780521336451_new
Quantity: Over 20 available
Stock Image
Lectures on Stochastic Analysis: Diffusion Theory
Print on DemandSeller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 1st edition. 138 pages. 9.25x6.14x0.51 inches. In Stock. This item is printed on demand. Seller Inventory # __0521336457
Quantity: 1 available
Stock Image
Lectures on Stochastic Analysis (Paperback)
Published by
Cambridge University Press, Cambridge, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
New
Paperback
Seller: CitiRetail, Stevenage, United Kingdom
Seller rating 5 out of 5 stars
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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521336451
Quantity: 1 available
Stock Image
Lectures on Stochastic Analysis: Diffusion Theory
Published by
Cambridge University Press, West Nyack, New York, U.S.A., 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
Used
Paperback
Seller: Textsellers, Hampton, NH, U.S.A.
Seller rating 3 out of 5 stars
Paperback. Condition: Fine. No Jacket. Paperback, 128 pp. Solid fine, clean. Book. Seller Inventory # 018759
Quantity: 1 available
Seller Image
Lectures on Stochastic Analysis: Diffusion Theory (Paperback or Softback)
Published by
Cambridge University Press 2/19/1987, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
New
Paperback or Softback
Seller: BargainBookStores, Grand Rapids, MI, U.S.A.
Seller rating 5 out of 5 stars
Paperback or Softback. Condition: New. Lectures on Stochastic Analysis: Diffusion Theory 0.47. Book. Seller Inventory # BBS-9780521336451
Quantity: 5 available
Stock Image
Lectures on Stochastic Analysis
Published by
Cambridge University Press, 1987
ISBN 10: 0521336457
ISBN 13: 9780521336451
New
Softcover
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Print on Demand pp. 140 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. Seller Inventory # 8374776
Quantity: 4 available