Lectures on Stochastic Analysis: Diffusion Theory
Daniel W. Stroock
Cambridge University Press, 1987
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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.
- ISBN-13
- 9780521336451
- ISBN-10
- 0521336457
- Publisher
- Cambridge University Press
- Year
- 1987
- Publication date
- 1987-02-19
- Pages
- 140
- Dimensions
- 229x152x8
- Weight
- 220