Stochastic analysis and diffusion processes / Gopinath Kallianpur ; and P.Sundar
Stochastic analysis and diffusion processes / Gopinath Kallianpur ; and P.Sundar
Autor
Kallianpur, Gopinath
Ostali autori
Nakladnik
Oxford : Oxford University Press, 2014
Materijalni opis
xi, 352 str. ; 24 cm
Napomena
Zadaci po poglavljima.
 
Bibliografija: str. [347]-350.
 
Kazalo.
Klasifikacijska oznaka
60H30 Applications of stochastic analysis (to PDE, etc.)
 
35K05 Heat equation
 
35K08 Heat kernel
 
35R60 Partial differential equations with randomness [See also 60H15]
 
60F10 Large deviations
 
60H05 Stochastic integrals
 
60H10 Stochastic ordinary differential equations [See also 34F05]
 
60J60 Diffusion processes [See also 58J65]
Jezik
engleski
Standardni broj
ISBN 978-0-19-965706-3
 
ISBN 978-0-19-965707-0
Građa
Knjigaknjiga
Djelomični sadržaj online

KALLIANPUR, Gopinath
Stochastic analysis and diffusion processes / Gopinath Kallianpur ; and P.Sundar. - Oxford : Oxford University Press, 2014. - xi, 352 str. ; 24 cm. - (Oxford graduate texts in mathematics ; 24)
Zadaci po poglavljima. - Bibliografija: str. [347]-350. - Kazalo.
ISBN 978-0-19-965706-3. - 978-0-19-965707-0


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