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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

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Introduction To The Theory Of Diffusion Processes (Paperback) Loot Price: R3,804
Discovery Miles 38 040
Repayment Terms: R356 pm x 12*
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Introduction To The Theory Of Diffusion Processes (Paperback):

Introduction To The Theory Of Diffusion Processes (Paperback)

Series: Translations of Mathematical Monographs

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Loot Price R3,804 Discovery Miles 38 040 | Repayment Terms: R356 pm x 12*

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Focusing on one of the major branches of probability theory, this book treats the large class of processes with continuous sample paths that possess the Markov property. The exposition is based on the theory of stochastic analysis, which uses such notions as stochastic differentials and stochastic integrals.

General

Imprint: American Mathematical Society
Country of origin: United States
Series: Translations of Mathematical Monographs
Release date: December 1994
Dimensions: 267 x 190mm (L x W)
Format: Paperback
Pages: 271
ISBN-13: 978-0-8218-4600-1
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-8218-4600-0
Barcode: 9780821846001

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