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...

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Bibliographic Details
Main Authors: Kallianpur, G., Sundar, P. (Author)
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
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520 |a 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