Elements of Stochastic Calculus and Analysis EPUB
by Daniel W. Stroock
Part of the CRM Short Courses series
EPUB
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Description
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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- Format:EPUB
- Publisher:Springer International Publishing
- Publication Date:24/04/2018
- Category:
- ISBN:9783319770383
Other Formats
- Paperback / softback from £21.22
Information
-
Download Now
- Format:EPUB
- Publisher:Springer International Publishing
- Publication Date:24/04/2018
- Category:
- ISBN:9783319770383
