Portada

Lectures on Stochastic Analysis

CAMBRIDGE SCHOLARS PUBLISHING
02 / 1987
9780521336451
Anglès
London Mathematical Society Student Texts
ESPANYA
Ingles

Sinopsi

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.

PVP
36,40€