000			02012nam a22003498i 4500
001			CR9780511623752
003			UkCbUP
005			20200124160222.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			090916s1987||||enk o ||1 0|eng|d
020			_a9780511623752 (ebook)
020			_z9780521333665 (hardback)
020			_z9780521336451 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aQA274.75 _b.S85 1987
082	0	0	_a519.2/33 _219
100	1		_aStroock, Daniel W., _eauthor.
245	1	0	_aLectures on stochastic analysis : _bdiffusion theory / _cDaniel W. Stroock.
264		1	_aCambridge : _bCambridge University Press, _c1987.
300			_a1 online resource (ix, 128 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aLondon Mathematical Society student texts ; _v6
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520			_aThis 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.
650		0	_aDiffusion processes.
776	0	8	_iPrint version: _z9780521333665
830		0	_aLondon Mathematical Society student texts ; _v6.
856	4	0	_uhttps://doi.org/10.1017/CBO9780511623752
999			_c516821 _d516819