Elements of Stochastic Calculus and Analysis
Softcover Reprint of the Original 1st 2018 ed.
Book Details
Format
Paperback / Softback
Book Series
CRM Short Courses
ISBN-10
3030083543
ISBN-13
9783030083540
Edition
Softcover Reprint of the Original 1st 2018 ed.
Publisher
Springer Nature Switzerland AG
Imprint
Springer Nature Switzerland AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Feb 2nd, 2019
Print length
206 Pages
Weight
346 grams
Dimensions
15.50 x 23.30 x 1.60 cms
Product Classification:
Probability & statisticsStochastics
Ksh 9,000.00
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This book gives a somewhat unconventional introduction to stochastic analysis.
This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material covered
here 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 of
Malliavin''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 research
mathematicians who may be familiar with many of the topics but want to broaden their understanding of them.
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