Elements of Stochastic Calculus and Analysis
Language: English
Published by Birkhäuser, 2019
Series: Book 3 of 7 - CRM Short Courses
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 59.47
Quantity: 1 available
Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - This book gives a somewhat unconventional introduction tostochastic analysis. Although most of the material coveredhere has appeared in other places, this book attempts to explain thecore ideas on which that material is based. As a consequence, thepresentation is more an extended mathematical essay than a ``definition,lemma, theorem'' text. In addition, it includesseveral topics that are not usually treated elsewhere. For example,Wiener's theory of homogeneous chaos is discussed, Stratovich integrationis given a novel development and applied to derive Wong and Zakai'sapproximation theorem, and examples are given of the application ofMalliavin's calculus to partial differential equations. Each chapterconcludes with several exercises, some of which are quite challenging. Thebook is intended for use by advanced graduate students and researchmathematicians who may be familiar with many of the topics but want tobroaden their understanding of them.…
Seller Inventory # 9783030083540
- Title
- Elements of Stochastic Calculus and Analysis
- Author
- Daniel W. Stroock
- Publisher
- Birkhäuser
- Publication year
- 2019
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3030083543
- ISBN 13
- 9783030083540
- Item weight
- 341 grams
- Dimensions
- 235x155x13 mm
- Series
- Book 3 of 7: CRM Short Courses
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| Item | 7 to 10 business days | 5 to 7 business days |
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