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Elements of Stochastic Calculus and Analysis

-15% su kodu: ENG15
79,93 
Įprasta kaina: 94,03 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
79,93 
Įprasta kaina: 94,03 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
2025-02-28 94.0300 InStock
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Knygos aprašymas

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.

Informacija

Autorius: Daniel W. Stroock
Serija: CRM Short Courses
Leidėjas: Springer Nature Switzerland
Išleidimo metai: 2018
Knygos puslapių skaičius: 220
ISBN-10: 3319770373
ISBN-13: 9783319770376
Formatas: 241 x 160 x 18 mm. Knyga kietu viršeliu
Kalba: Anglų

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