6614522
9780521336451
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.Stroock, Daniel W. is the author of 'Lectures on Stochastic Analysis: Diffusion Theory', published 1987 under ISBN 9780521336451 and ISBN 0521336457.
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