Stochastic Analysis and Diffusion Processes |
|
| Author:
| Kallianpur, Gopinath
Sundar, P. |
| Series title: | Oxford Graduate Texts in Mathematics Ser. |
| ISBN: | 978-0-19-965706-3 |
| Publication Date: | Oct 2013 |
| Publisher: | Oxford University Press
|
| Book Format: | Hardback |
| List Price: | AUD $222.68AUD $293.95 |
Book Description:
|
Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications.
Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications.