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Lectures on stochastic analysis : diffusion theory
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Lectures on stochastic analysis : diffusion theory
Daniel W. Stroock
By:
Stroock, Daniel W
Publication details:
Cambridge
Cambridge University Press
1987
Description:
ix, 128 p. ; 24 cm
ISBN:
9780521336451
ISSN:
86020782
Subject(s):
Diffusion processes
DDC classification:
519.233 STR
Item type:
Books
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519.233 ROG.1
Diffusions, Markov processes, and martingales
519.233 STE
Numerical solution of Markov chains
519.233 STE
Computations with Markov chains : proceedings of the 2nd international workshop on the numerical Solution of Markov chains
519.233 STR
Lectures on stochastic analysis : diffusion theory
519.233 STR
An introduction to Markov processes
519.233 YIN
Continuous-time Markov chains and applications : a singular perturbation approach
519.234 ATH
Classical and modern branching processes
Includes index
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