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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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'édition2018
- ISBN 10 3319770373
- ISBN 13 9783319770376
- ReliureRelié
- Langueanglais
- Nombre de pages220
- Coordonnées du fabricantnon disponible
Acheter neuf
Afficher cet article
EUR 32,09
EUR 11 expédition depuis Allemagne vers France
Destinations, frais et délaisAutres éditions populaires du même titre
Résultats de recherche pour Elements of Stochastic Calculus and Analysis
Image fournie par le vendeur
Elements of Stochastic Calculus and Analysis
Edité par
Springer International Publishing Mai 2018, 2018
ISBN 10 : 3319770373
ISBN 13 : 9783319770376
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. 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 9783319770376
Quantité disponible : 2 disponible(s)
Image d'archives
Elements of Stochastic Calculus and Analysis-
Vendeur : Romtrade Corp., STERLING HEIGHTS, MI, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. N° de réf. du vendeur ABNR-40795
Quantité disponible : 2 disponible(s)
Image d'archives
Elements of Stochastic Calculus and Analysis-
Vendeur : Basi6 International, Irving, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEJUNE24-264029
Quantité disponible : 5 disponible(s)
Image d'archives
Elements of Stochastic Calculus and Analysis (CRM Short Courses)
Vendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. pp. 206. N° de réf. du vendeur 26375569653
Quantité disponible : 4 disponible(s)
Image d'archives
Elements of Stochastic Calculus and Analysis (CRM Short Courses)
Vendeur : Zubal-Books, Since 1961, Cleveland, OH, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. 220 pp., hardcover, new. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. N° de réf. du vendeur ZB1316632
Quantité disponible : 1 disponible(s)
Image d'archives
Elements of Stochastic Calculus and Analysis (CRM Short Courses)
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. pp. 206. N° de réf. du vendeur 370475818
Quantité disponible : 4 disponible(s)
Image d'archives
Elements of Stochastic Calculus and Analysis (CRM Short Courses)
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. pp. 206. N° de réf. du vendeur 18375569663
Quantité disponible : 4 disponible(s)
Image fournie par le vendeur
Elements of Stochastic Calculus and Analysis
Edité par
Springer International Publishing, 2018
ISBN 10 : 3319770373
ISBN 13 : 9783319770376
Neuf
Couverture rigide
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
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 208990824
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Elements of Stochastic Calculus and Analysis
ISBN 10 : 3319770373
ISBN 13 : 9783319770376
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. 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 9783319770376
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Elements of Stochastic Calculus and Analysis
ISBN 10 : 3319770373
ISBN 13 : 9783319770376
Neuf
Couverture rigide
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material coveredSpringer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 220 pp. Englisch. N° de réf. du vendeur 9783319770376
Quantité disponible : 1 disponible(s)