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Stochastic Analysis and Diffusion Processes

Om Stochastic Analysis and Diffusion Processes

Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9780199657070
  • Bindende:
  • Paperback
  • Sider:
  • 368
  • Utgitt:
  • 9 januar 2014
  • Dimensjoner:
  • 156x234x24 mm.
  • Vekt:
  • 560 g.
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 22 oktober 2024

Beskrivelse av Stochastic Analysis and Diffusion Processes

Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications.

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