Stochastic analysis and diffusion processes / Gopinath Kallianpur and P. Sundar.

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"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:
Diffusion processes.
Stochastic analysis.
Mathematics.
Brownsche Bewegung.
Stochastische Analysis.
Diffusionsprozess.
Physical Description:xi, 352 pages ; 24 cm.
Format: Book

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