[PDF.98ok] Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts)

Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts)

[PDF.bq23] Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts)

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 |  1987-02-19 |  1987-02-19 | File type: PDF

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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. 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 o...

You can specify the type of files you want, for your gadget.Lectures on Stochastic Analysis: Diffusion Theory (London Mathematical Society Student Texts)   |  Daniel W. Stroock. I was recommended this book by a dear friend of mine.

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