Elements of Stochastic Calculus and Analysis - Couverture rigide

Livre 3 sur 7: CRM Short Courses

Stroock

 
9783319770376: Elements of Stochastic Calculus and Analysis

Synopsis

This book gives a somewhat unconventional introduction to stochastic analysis.

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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.

Autres éditions populaires du même titre

9783030083540: Elements of Stochastic Calculus and Analysis

Edition présentée

ISBN 10 :  3030083543 ISBN 13 :  9783030083540
Editeur : Springer, 2019
Couverture souple