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Introduction to the theory of diffusion processes

Author: N V Krylov
Publisher: Providence, R.I. : American Mathematical Society, ©1995.
Series: Translations of mathematical monographs, v. 142.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: N V Krylov
ISBN: 0821846000 9780821846001
OCLC Number: 31289481
Description: xi, 271 pages ; 27 cm.
Series Title: Translations of mathematical monographs, v. 142.
Responsibility: N.V. Krylov.
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