Lectures on stochastic analysis: diffusion theory
This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions. In order to emphasize the i...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
1987
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| Schriftenreihe: | London Mathematical Society student texts
6 |
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBR01 URL des Erstveröffentlichers |
| Zusammenfassung: | This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions. In order to emphasize the intuitive aspects of probabilistic techniques, diffusion theory is presented as a natural generalization of the flow generated by a vector field. Essential to the development of this idea is the introduction of martingales and the formulation of diffusion theory in terms of martingales. The book will make valuable reading for advanced students in probability theory and analysis and will be welcomed as a concise account of the subject by research workers in these fields |
| Beschreibung: | 1 Online-Ressource (ix, 128 Seiten) |
| ISBN: | 9780511623752 |
| DOI: | 10.1017/CBO9780511623752 |
Internformat
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| 490 | 0 | |a London Mathematical Society student texts |v 6 | |
| 520 | |a This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions. In order to emphasize the intuitive aspects of probabilistic techniques, diffusion theory is presented as a natural generalization of the flow generated by a vector field. Essential to the development of this idea is the introduction of martingales and the formulation of diffusion theory in terms of martingales. The book will make valuable reading for advanced students in probability theory and analysis and will be welcomed as a concise account of the subject by research workers in these fields | ||
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Datensatz im Suchindex
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| author | Stroock, Daniel W. 1940- |
| author_GND | (DE-588)130519561 |
| author_facet | Stroock, Daniel W. 1940- |
| author_role | aut |
| author_sort | Stroock, Daniel W. 1940- |
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| dewey-full | 519.2/33 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/33 |
| dewey-search | 519.2/33 |
| dewey-sort | 3519.2 233 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1017/CBO9780511623752 |
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| id | DE-604.BV043940818 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:14Z |
| institution | BVB |
| isbn | 9780511623752 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029349788 |
| oclc_num | 967766698 |
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| owner_facet | DE-12 DE-92 DE-355 DE-BY-UBR |
| physical | 1 Online-Ressource (ix, 128 Seiten) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO ZDB-20-CBO UBR Einzelkauf (Lückenergänzung CUP Serien 2018) |
| publishDate | 1987 |
| publishDateSearch | 1987 |
| publishDateSort | 1987 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | London Mathematical Society student texts |
| spelling | Stroock, Daniel W. 1940- Verfasser (DE-588)130519561 aut Lectures on stochastic analysis diffusion theory Daniel W. Stroock Cambridge Cambridge University Press 1987 1 Online-Ressource (ix, 128 Seiten) txt rdacontent c rdamedia cr rdacarrier London Mathematical Society student texts 6 This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions. In order to emphasize the intuitive aspects of probabilistic techniques, diffusion theory is presented as a natural generalization of the flow generated by a vector field. Essential to the development of this idea is the introduction of martingales and the formulation of diffusion theory in terms of martingales. The book will make valuable reading for advanced students in probability theory and analysis and will be welcomed as a concise account of the subject by research workers in these fields Diffusion processes Diffusion (DE-588)4012277-3 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Diffusion (DE-588)4012277-3 s Stochastische Analysis (DE-588)4132272-1 s 1\p DE-604 Diffusionsprozess (DE-588)4274463-5 s 2\p DE-604 Erscheint auch als Druck-Ausgabe 978-0-521-33366-5 Erscheint auch als Druck-Ausgabe 978-0-521-33645-1 https://doi.org/10.1017/CBO9780511623752 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Stroock, Daniel W. 1940- Lectures on stochastic analysis diffusion theory Diffusion processes Diffusion (DE-588)4012277-3 gnd Diffusionsprozess (DE-588)4274463-5 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4012277-3 (DE-588)4274463-5 (DE-588)4132272-1 |
| title | Lectures on stochastic analysis diffusion theory |
| title_auth | Lectures on stochastic analysis diffusion theory |
| title_exact_search | Lectures on stochastic analysis diffusion theory |
| title_full | Lectures on stochastic analysis diffusion theory Daniel W. Stroock |
| title_fullStr | Lectures on stochastic analysis diffusion theory Daniel W. Stroock |
| title_full_unstemmed | Lectures on stochastic analysis diffusion theory Daniel W. Stroock |
| title_short | Lectures on stochastic analysis |
| title_sort | lectures on stochastic analysis diffusion theory |
| title_sub | diffusion theory |
| topic | Diffusion processes Diffusion (DE-588)4012277-3 gnd Diffusionsprozess (DE-588)4274463-5 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Diffusion processes Diffusion Diffusionsprozess Stochastische Analysis |
| url | https://doi.org/10.1017/CBO9780511623752 |
| work_keys_str_mv | AT stroockdanielw lecturesonstochasticanalysisdiffusiontheory |