Lectures on Stochastic Analysis : Diffusion Theory (Paperback)

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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. 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. *Author: Stroock, Daniel W./ Bruce, J. W. *Series Title: Cambridge Introduction to World History *Series Number: 6 *Binding Type: Paperback *Number of Pages: 140 *Publication Date: 1987/02/19 *Language: English *Dimensions: 9.00 x 6.00 x 0.33 inches

Specifications

Publisher Cambridge Univ Pr
Mfg Part# 9780521336451
SKU 210457289
Format Paperback
ISBN10 0521336457
Release Date 11/25/2008
Product Attributes
Book Format Paperback
Number of Pages 0140
Publisher Cambridge University Press
Series Part 6
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