Introduction to the theory of diffusion processes

著者

• Krylov, N. V. (Nikolaĭ Vladimirovich)

書誌事項

Introduction to the theory of diffusion processes

N.V. Krylov

（Translations of mathematical monographs, v. 142）

American Mathematical Society, c1995

タイトル別名

Введение в теорию диффузионных процессов

注記

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

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

内容説明・目次

内容説明

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.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA24239105
• ISBN:
  • 0821846000
• LCCN: 94037626
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 原本言語コード: rus
• 出版地: Providence, R.I.
• ページ数/冊数: xi, 271 p.
• 大きさ: 27 cm
• 分類:
  • NDC9 : 417.1
  • LCC : QA274.75
  • DC20 : 519.2/33
• 件名:
  • LCSH : Diffusion processes
• 親書誌ID:
  • BA00080309