Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics, 274)

Le Gall, Jean-Fran�ois

ISBN 10: 331980961X ISBN 13: 9783319809618

Edit� par Springer, 2018

Langue: anglais

Etat : Neuf Couverture souple

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Titre

Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics, 274)

�diteur

Springer

Date de parution

2018

Langue

anglais

ISBN � 10 chiffres

331980961X

ISBN � 13 chiffres

9783319809618

Reliure

Couverture souple

�tat de l'article

New

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Synopsis

Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations

� propos de l?auteur

Jean-Fran�ois Le Gall is a well-known specialist of probability theory and stochastic processes. His main research achievements are concerned with Brownian motion, superprocesses and their connections with partial differential equations, and more recently random trees and random graphs. He has been awarded several international prizes in mathematics, including the Loeve Prize and the Fermat Prize, and gave a plenary lecture at the 2014 International Congress of Mathematicians. He is currently a professor of mathematics at Universit� Paris-Sud and a member of the French Academy of Sciences.

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