Stochastic analysis and diffusion processes
tarafından
Kallianpur, G., author.
Başlık
:
Stochastic analysis and diffusion processes
Yazar
:
Kallianpur, G., author.
ISBN
:
9780199657063
9780199657070
Fiziksel Tanımlama
:
xi, 352 pages ; 24 cm.
Seri
:
Oxford graduate texts in mathematics ; 24
İçerik
:
Introduction to stochastic processes -- Brownian motion -- Elements of Martingale theory -- Analytic tools for Brownian motion -- Stochastic integration -- Stochastic differential equations -- The Martingale problem -- Probability theory and partial differential equations -- Gaussian solutions -- Jump Markov processes -- Invariant measures and ergodicity -- Large deviations for diffusions.
Konu Terimleri
:
Diffusion processes.
Stochastic analysis.
Yazar Ek Girişi
:
Sundar, P. (Padmanabhan),
| Kütüphane | Materyal Türü | Demirbaş Numarası | Yer Numarası | [[missing key: search.ChildField.HOLDING]] | Durumu/İade Tarihi |
|---|
| Beytepe Kütüphanesi | Kitap | 7.2/15/34397 | QA274 K338 2014 | | Beytepe Genel Koleksiyon |