ISBN 9780199657070,Stochastic Analysis and Diffusion Processes

Stochastic Analysis and Diffusion Processes

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ISBN 9780199657070
Publisher

Oxford University Press, USA

Publication Year 2014
ISBN-13

ISBN 9780199657070

ISBN-10 0199657076
Binding

Paperback

Number of Pages 368 Pages
Subject

Stochastics

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.
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