Stochastic analysis and diffusion processes [electronic resource] / Gopinath Kallianpur and P. Sundar.
"Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. The breadth and power of Stochastic Analysis,...
Uniform Title: | Oxford graduate texts in mathematics ;
24. |
---|---|
Main Authors: |
Kallianpur, G.
(Author) Sundar, P. (Padmanabhan) (Author) |
Language: | English |
Published: |
Oxford, United Kingdom :
Oxford University Press,
2014.
|
Edition: | First edition. |
Series: | Oxford graduate texts in mathematics ;
24. |
Subjects: | |
Online Access: | |
Format: | Electronic eBook |