Articles liés à Elements of Stochastic Calculus and Analysis
Synopsis
This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material coveredhere has appeared in other places, this book attempts to explain the core ideas on which that material is based. As a consequence, the presentation is more an extended mathematical essay than a ``definition,lemma, theorem'' text. In addition, it includes several topics that are not usually treated elsewhere. For example,Wiener's theory of homogeneous chaos is discussed, Stratovich integration is given a novel development and applied to derive Wong and Zakai's approximation theorem, and examples are given of the application ofMalliavin's calculus to partial differential equations. Each chapter concludes with several exercises, some of which are quite challenging. The book is intended for use by advanced graduate students and researchmathematicians who may be familiar with many of the topics but want to broaden their understanding of them.
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À propos de l?auteur
Daniel W. Stroock is Professor Emeritus of Mathematics at MIT. Professor Stroock's research interests focus on probability theory and stochastic processes. Stroock (with S. Varadhan) was awarded the Leroy P. Steele Prize for seminal contributions to research in stochastic equations. In 2007, Stroock received an Honorary Fellowship at Swansea University, Wales, and in 2004 selected to be Foreign Member of the Polish Academy of Arts and Sciences. Professor Stroock is a Fellow of the American Academy of Arts and Sciences (1991), and a Member of the National Academy of Sciences (1995). Professor Stroock has made many contributions to pedagogical literature, among these include: An Introduction to Markov Processes" (GTM 230), "Essentials of Integration Theory for Analysis" (GTM 262), "Multidimensional Diffusion Processes" (Classics in Mathematics).
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer
- Date d'édition2019
- ISBN 10 3030083543
- ISBN 13 9783030083540
- ReliureBroché
- Langueanglais
- Nombre de pages220
- Coordonnées du fabricantnon disponible
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Elements of Stochastic Calculus and Analysis
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ISBN 10 : 3030083543
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Often written in a more essay form, the text contains many unique insights into the topicBroadens understanding of the material for advanced grad students and research mathematiciansIncludes unique and challengi. N° de réf. du vendeur 448671398
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Elements of Stochastic Calculus and Analysis
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Taschenbuch. Etat : Neu. 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. N° de réf. du vendeur 9783030083540
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Elements of Stochastic Calculus and Analysis
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Springer International Publishing Feb 2019, 2019
ISBN 10 : 3030083543
ISBN 13 : 9783030083540
Neuf
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 220 pp. Englisch. N° de réf. du vendeur 9783030083540
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Elements of Stochastic Calculus and Analysis
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Elements of Stochastic Calculus and Analysis
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Elements of Stochastic Calculus and Analysis
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Elements of Stochastic Calculus and Analysis
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Elements of Stochastic Calculus and Analysis
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Paperback. Etat : Brand New. reprint edition. 220 pages. 9.25x6.10x0.50 inches. In Stock. N° de réf. du vendeur 3030083543
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