Introduction to the theory of diffusion processes

Author(s)

• Krylov, N. V. (Nikolaĭ Vladimirovich)

Bibliographic Information

Introduction to the theory of diffusion processes

N.V. Krylov

（Translations of mathematical monographs, v. 142）

American Mathematical Society, c1995

Other Title

Введение в теорию диффузионных процессов

Note

"Translated by Valim Khidekel and Gennady Pasechnik from an original Russian manuscript"--Half t.p. verso

Includes bibliographical references (p. 267-268) and index

Description and Table of Contents

Description

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, which uses such notions as stochastic differentials and stochastic integrals.

by "Nielsen BookData"

Details

• NCID: BA24239105
• ISBN:
  • 0821846000
• LCCN: 94037626
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Original Language Code: rus
• Place of Publication: Providence, R.I.
• Pages/Volumes: xi, 271 p.
• Size: 27 cm
• Classification:
  • NDC9 : 417.1
  • LCC : QA274.75
  • DC20 : 519.2/33
• Subject Headings:
  • LCSH : Diffusion processes
• Parent Bibliography ID:
  • BA00080309