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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
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | December 30, 1994 |
| ISBN13 | 9780821846001 |
| Publishers | American Mathematical Society |
| Pages | 271 |
| Dimensions | 150 × 220 × 10 mm · 519 g |
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