Mohlo by sa vám tiež páčiť

Viac informácií o knihe Lectures on Stochastic Analysis: Diffusion Theory

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 96 bodov

Anotácia 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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Probability & statistics

• Celý názov: Lectures on Stochastic Analysis: Diffusion Theory
• Autor: Daniel W. Stroock
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 140
• EAN: 9780521336451
• ISBN: 0521336457
• ID: 02027844
• Nakladateľ: Cambridge University Press
• Hmotnosť: 220 g
• Rozmery: 229 × 152 × 8 mm
• Dátum vydania: 19. February 1987

---

---

---