Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics) - Softcover

Kallianpur, Gopinath

Softcover

ISBN 10: 0199657076 ISBN 13: 9780199657070

Verlag: Oxford University Press, Usa, 2014

Inhaltsangabe

Provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications.

Über diesen Titel

Über die Autorin bzw. den Autor

Gopinath Kallianpur, Professor Emeritus, Department of Statistics, University of North Carolina at Chapel Hill, P Sundar, Professor of Mathematics, Department of Mathematics, Louisiana State University

Gopinath Kallianpur, Professor Emeritus at University of North Carolina at Chapel Hill, has worked extensively on Stochastic Analysis and is a world renowned expert on stochastic filtering theory. He is the author of Stochastic Filtering Theory, and a co-author of White Noise Theory of Prediction, Filtering and Smoothing, Introduction to Option Pricing Theory, and Stochastic Differential Equations in Infinite Dimensions.

P. Sundar is a Professor of Mathematics at Louisiana State University. He works on Stochastic Analysis, and is on the Editorial Board for the journal Communications on Stochastic Analysis. He has co-edited a book titled Infinite Dimensional Stochastic Analysis.

Details zur Ausgabe

• Verlag: Oxford University Press, Usa
• Erscheinungsdatum: 2014
• Sprache: Englisch
• ISBN 10: 0199657076
• ISBN 13: 9780199657070
• Einband: Taschenbuch
• Anzahl der Seiten: 368
• Kontakt zum Hersteller: Nicht verfügbar
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