Focusing on one of the major branches of probability theory, this book treats the large class of processes with continuous sample paths that possess the ``Markov property''. The exposition is based on the theory of stochastic analysis. The diffusion processes discussed are interpreted as solutions of Ito's stochastic integral equations. The book is designed as a self-contained introduction, requiring no background in the theory of probability or even in measure theory. In particular, the theory of local continuous martingales is covered without the introduction of the idea of conditional expectation. Krylov covers such subjects as the Wiener process and its properties, the theory of stochastic integrals, stochastic differential equations and their relation to elliptic and parabolic partial differential equations, Kolmogorov's equations, and methods for proving the smoothness of probabilistic solutions of partial differential equations. With many exercises and thought-provoking problems, this book would be an excellent text for a graduate course in diffusion processes and related subjects.
"synopsis" may belong to another edition of this title.
US$ 14.14 shipping from United Kingdom to U.S.A.
Destination, rates & speedsUS$ 13.29 shipping from United Kingdom to U.S.A.
Destination, rates & speedsSeller: Phatpocket Limited, Waltham Abbey, HERTS, United Kingdom
Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Seller Inventory # Z1-A-003-03147
Quantity: 1 available
Seller: Mark Henderson, Olathe, KS, U.S.A.
Hardcover. Condition: Near Fine. Book. Seller Inventory # 051688
Quantity: 1 available
Seller: Phatpocket Limited, Waltham Abbey, HERTS, United Kingdom
Condition: Good. Marked cover. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Seller Inventory # Z1-H-012-01593
Quantity: 1 available
Seller: Buchpark, Trebbin, Germany
Condition: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 33291654/202
Quantity: 2 available
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 271 pages. 10.50x7.50x0.75 inches. In Stock. Seller Inventory # zk0821846000
Quantity: 1 available