Stochastic analysis and diffusion processes
Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and...
| Main Authors: | , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Oxford
Oxford University Press
2014, 2014
|
| Series: | Oxford graduate texts in mathematics / Oxford graduate texts in mathematics
|
| Subjects: | |
| Online Access: | |
| Collection: | Oxford University Press - Collection details see MPG.ReNa |
| Summary: | Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications |
|---|---|
| Physical Description: | xi, 352 pages |
| ISBN: | 9780191781759 |