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Introduction to Infinite Dimensional Stochastic Analysis
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Introduction to Infinite Dimensional Stochastic Analysis

diffusion processes) and thus revealed the deep connection between theories of differential equations and stochastic processes. By virtue of Ito's stochastic differential equations one can construct diffusion processes via direct probabilistic methods and treat them as function­ als of Brownian paths (i.
Opplag
Softcover reprint of the original 1st ed. 2000
ISBN
9789401057981
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
23.10.2012
Forlag
Springer
Antall sider
296