Lectures on stochastic analysis : diffusion theory /
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 i...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge [Cambridgeshire] ; New York :
Cambridge University Press,
1987.
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| Series: | London Mathematical Society student texts ;
6. |
| Subjects: | |
| Online Access: | CONNECT |
