Skip to main content
PBS logo
 
 

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

Introduction to the Theory of Diffusion Processes (Translations of Mathematical Monographs)
Introduction to the Theory of Diffusion Processes - Translations of Mathematical Monographs
Author: N. V. Krylov
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. The diffusion processes discussed are interpreted as solutions of Itô's stochastic integral equations. The b...  more »
ISBN-13: 9780821846001
ISBN-10: 0821846000
Pages: 271
Rating:
  ?
0 stars, based on 0 rating
Publisher: American Mathematical Society
Book Type: Paperback
Members Wishing: 0
Reviews: Amazon | Write a Review


Genres:


Back to the Top ↑
By using this Web site, you confirm that you have read, understood, and agreed to be bound by the Terms of Use. As an Amazon Associate we earn from qualifying purchases.
US Patent Number 7,877,315 | Copyright © 2004 - 2024 PaperBackSwap.com. All Rights Reserved.