Articles liés à Stochastic Differential Equations and Diffusion Processes
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.
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Stochastic Differential Equations and Diffusion Processes
Edité par
North Holland, 2014
ISBN 10 : 1493307215
ISBN 13 : 9781493307210
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paperback. Etat : Like New. Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind. N° de réf. du vendeur rev5606938388
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Stochastic Differential Equations and Diffusion Processes
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. 572 pages. 9.25x6.00x1.29 inches. In Stock. N° de réf. du vendeur zk1493307215
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