Stochastic Analysis and Diffusion Processes

by Gopinath Kallianpur, P Sundar, P. Sundar

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Book Overview

Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. The breadth and power of Stochastic Analysis, and probabilistic behavior of diffusion processes are told without compromising on the mathematical details.

Starting with the construction of stochastic...

Format:Paperback

Language:English

ISBN:0199657076

ISBN13:9780199657070

Release Date:February 2014

Publisher:Oxford University Press, USA

Length:368 Pages

Weight:1.28 lbs.

Dimensions:0.9" x 6.1" x 9.1"

Related Subjects

Math Mathematics Science & Math

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