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,...

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Bibliographic Details
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:
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Format: Electronic eBook

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