Title: Introduction to the Theory of Diffusion Processes (Translations of Mathematical Monographs)
Publisher: American Mathematical Society
Publication Date: 1994
Language: English
ISBN 10: 0821846000
ISBN 13: 9780821846001
Binding: Soft cover
Condition: very_good

About this title

Synopsis

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.

"About this title" may belong to another edition of this title.

Store Description

Founded in 2017, Cycle Books began with a simple mission: to share the joy of reading by offering quality books to readers around the world. What started as a small passion project has grown into a trusted source for literature lovers, collectors, and curious minds alike. We specialize in a wide range of titles?from timeless classics and academic texts to rare finds and contemporary favorites. Every book we list is carefully selected and handled with care, because we believe every book has a story, and every reader deserves a great one. Customer satisfaction is at the heart of what we do. We take pride in fast shipping, accurate listings, and responsive service. Whether you're searching for a specific edition or just browsing for your next read, we're here to help you find something special. Thank you for visiting Cycle Books. We look forward to being part of your reading journey.

Visit Seller's Storefront

Seller's business information

Sale & Shipping Terms

Terms of Sale

Shipping Terms

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	3 to 14 business days	3 to 5 business days
First item	US$ 2.99	US$ 12.99

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.