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Lectures on Stochastic Analysis: Diffusion Theory

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In Stock (510)

£ 33.60

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.

Book Details
EAN:
9780521336451
Binding:
Paperback / softback
Dimensions(mm):
229 x 152 x 8
Publication Date:
1987-02-19
Publication Country:
United Kingdom