Stochastic Analysis and Applications

Author(s): Mark A. Pinsky
Format: Paperback
Publisher: Taylor & Francis Ltd, United Kingdom
Imprint: CRC Press
ISBN-13: 9780367451783, 978-0367451783

Synopsis

This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation.

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