Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda

Publication date: 1980

Published in: Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research (Search for Journal in Brave)

zbMATH Keywords

random walks Brownian motion Wiener measure stochastic integration Kolmogorov's theorem Ito processes construction of diffusion processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Heat equation (35K05) Diffusion processes (60J60) Stochastic integrals (60H05) Random measures (60G57) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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