Stochastic Analysis and Diffusion Processes

Name: Stochastic Analysis and Diffusion Processes
Brand: Oxford University Press
SKU: 2303179
Author: University of North Carolina at Chapel Hill) Department of Statistics Professor Emeritus Gopinath (Professor Emeritus Kallianpur

University of North Carolina at Chapel Hill) Department of Statistics Professor Emeritus Gopinath (Professor Emeritus Kallianpur, Louisiana State University) Department of Mathematics Professor of Mathematics P (Professor of Mathematics Sundar

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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…

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