Focusing on one of the major branches of probability theory, this book treats the large class of processes with continuous sample paths that possess the Markov property. The exposition is based on the theory of stochastic analysis, which uses such notions as stochastic differentials and stochastic integrals.
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Focusing on one of the major branches of probability theory, this book treats the large class of processes with continuous sample paths that possess the Markov property. The exposition is based on the theory of stochastic analysis, which uses such notions as stochastic differentials and stochastic integrals.
Read Less
Add this copy of Introduction to the Theory of Diffusion Processes to cart. $190.83, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1994 by American Mathematical Society.