Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda (Q1166704)
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scientific article; zbMATH DE number 3770123
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda |
scientific article; zbMATH DE number 3770123 |
Statements
Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda (English)
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1980
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Kolmogorov's theorem
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random walks
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Wiener measure
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Brownian motion
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stochastic integration
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Ito processes
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construction of diffusion processes
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