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Introduction to the Theory of Diffusion Processes - Translations of Mathematical Monographs American Mathematical Society
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Introduction to the Theory of Diffusion Processes - Translations of Mathematical Monographs
American Mathematical Society
Focusing on one of the major branches of probability theory, this book treats the large class of processes with continuous sample paths that possess the Markov property. The exposition is based on the theory of stochastic analysis, which uses such notions as stochastic differentials and stochastic integrals.
271 pages
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 30 de diciembre de 1994 |
| ISBN13 | 9780821846001 |
| Editores | American Mathematical Society |
| Páginas | 271 |
| Dimensiones | 150 × 220 × 10 mm · 519 g |
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