Lectures on Stochastic Analysis: Diffusion Theory: 6 (London Mathematical Society Student Texts, Series Number 6) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .

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Bibliographic Details

Title: Lectures on Stochastic Analysis: Diffusion Theory: 6 (London Mathematical Society Student Texts, Series Number 6)
Publisher: Cambridge University Press 09 M
Publication Date: 1987
Language: English
ISBN 10: 0521336457
ISBN 13: 9780521336451
Binding: Paperback
Condition: Very Good

About this title

Synopsis

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.

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