Synopsis
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis. A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sections discussing complex (conformal) martingales and Kahler diffusions have been added.
"synopsis" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Stochastic Differential Equations and Diffusion Processes
Stock Image
Stochastic Differential Equations and Diffusion Processes
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 572 pages. 9.25x6.00x1.29 inches. In Stock. Seller Inventory # zk1493307215