Home The Saint Bookstore Lectures on Stochastic Analysis: Diffusion Theory by Daniel W. Stroock (ISBN: 9780521336451)

Lectures on Stochastic Analysis: Diffusion Theory

Lectures on Stochastic Analysis: Diffusion Theory Paperback / softback - 1987 - 1st Edition

Name: Lectures on Stochastic Analysis: Diffusion Theory
Price: 64.55 AUD
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Author: Daniel W. Stroock
ISBN: 9780521336451

by Daniel W. Stroock

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Paperback / softback. New. 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.

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Title Lectures on Stochastic Analysis: Diffusion Theory
Author Daniel W. Stroock
Binding Paperback
Edition number 1st
Edition 1
Condition New
Pages 140
Volumes 1
Language ENG
Publisher Cambridge University Press, Cambridge
Publication date 1987-02-19
Features Index
Bookseller's Inventory # B9780521336451
ISBN 9780521336451 / 0521336457
Weight 0.47 lbs (0.21 kg)
Dimensions 9 x 6 x 0.33 in (22.86 x 15.24 x 0.84 cm)
Category Mathematics
Library of Congress subjects Diffusion processes
Library of Congress Catalogue Number 86020782
Dewey Decimal Code 519.233
Quantity available 10

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From the publisher

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.

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