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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Probability & statistics

• Plný název: Lectures on Stochastic Analysis: Diffusion Theory
• Autor: Daniel W. Stroock
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 140
• EAN: 9780521336451
• ISBN: 0521336457
• ID: 02027844
• Nakladatelství: Cambridge University Press
• Hmotnost: 220 g
• Rozměry: 229 × 152 × 8 mm
• Datum vydání: 19. February 1987

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