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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Lectures on Stochastic Analysis

Lectures on Stochastic Analysis

Stroock, Daniel W.
Bruce, J. W.

Paperback

Series: London Mathematical Society Student Texts, Book 6

General MathematicsProbability & Statistics

ISBN10: 0521336457
ISBN13: 9780521336451
Publisher: Cambridge University Press
Published: Feb 19 1987
Pages: 140
Weight: 0.47
Height: 0.33 Width: 6.00 Depth: 9.00
Language: English
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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