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Lectures on Stochastic Analysis (English, Daniel W. Stroock | J. W. Bruce)
Science & Mathematics

Lectures on Stochastic Analysis (English, Daniel W. Stroock | J. W. Bruce)

By Daniel W. Stroock | J. W. BruceCambridge University Press
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Book Details

ISBN-139780521336451
ISBN-100521336457

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About the Book

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. Essen…

ISBN: 9780521336451

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