{"product_id":"stochastic-calculus-an-elementary-introduction-emphasizing-applications-book-richard-durrett-9781466566415","title":"Stochastic Calculus: An Elementary Introduction Emphasizing Applications","description":"This text focuses on the parts of stochastic theory that are particularly relevant to applications. It begins with a description of Brownian motion and the associated stochastic calculus, including the relationship to partial differential equations. It then solves stochastic differential equations by a variety of methods. The author also studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions as well as weak convergence of Markov chains to diffusions.","brand":"WoB","offers":[{"title":"- \/ - \/ -","offer_id":51201551139089,"sku":"","price":0.0,"currency_code":"USD","in_stock":true},{"title":"GB \/ NEW \/ GARDNERS","offer_id":51201552974097,"sku":"NGR9781466566415","price":0.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/1466566418.jpg?v=1750988503","url":"https:\/\/www.worldofbooks.com\/products\/stochastic-calculus-an-elementary-introduction-emphasizing-applications-book-richard-durrett-9781466566415","provider":"World of Books ","version":"1.0","type":"link"}