Stochastic Analysis and Diffusion Processes
Kallianpur, GAuthor
Sundar, PContributor
Sundar, PAuthor
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.
Bibliographic Level Mode of Issuance: Monograph
Includes bibliographical references and index.
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.
Description based on print version record.
Diffusion processes
Stochastic analysis
Mathematics
Physical Sciences & Mathematics
Mathematical Statistics