Introduction to the Theory of Diffusion Processes. (Translations of Mathematical Monographs, ISSN 0065- 9282; V. 142)

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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... This description may be from another edition of this product.

Format:Paperback

Language:English

ISBN:0821846000

ISBN13:9780821846001

Release Date:December 1994

Publisher:American Mathematical Society(RI)

Length:271 Pages

Related Subjects

Math Mathematics Science & Math

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Introduction to the Theory of Diffusion Processes. (Translations of Mathematical Monographs, ISSN 0065- 9282; V. 142)

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