Introduction to the Theory of Diffusion Processes (Translations of Mathematical Monographs) - Softcover

Krylov, N. V.

 
9780821846001: Introduction to the Theory of Diffusion Processes (Translations of Mathematical Monographs)

Inhaltsangabe

Presents the basic elements of the theory of diffusion processes, for readers with no knowledge of probability theory or stochastic processes. Prerequisites are second-year university mathematics and a knowledge of one-dimensional Lebesgue measures. The diffusion processes are interpreted as solutions of It('s stochastic integral equations. Translated from an original Russian manuscript. Annotation copyright Book News, Inc. Portland, Or.

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