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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.
Författare
Zhi-yuan Huang
Upplaga
Softcover reprint of the original 1st ed. 2000
ISBN
9789401057981
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2012-10-23
Förlag
Springer
Sidor
296