Stochastic Differential Equations and Diffusion Processes - Couverture souple

Ikeda, N.

 
9781493307210: Stochastic Differential Equations and Diffusion Processes
Couverture souple
ISBN 10 : 1493307215 ISBN 13 : 9781493307210
Editeur : North Holland, 2014

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
North Holland
Date d'édition
2014
Langue
anglais
ISBN 10 
1493307215
ISBN 13 
9781493307210
Reliure
Broché
Nombre de pages
572
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9780444873781: Stochastic Differential Equations and Diffusion Processes

Edition présentée

ISBN 10 :  0444873783 ISBN 13 :  9780444873781
Editeur : Elsevier Science Ltd, 1989
Couverture rigide