Stochastic Differential Equations and Diffusion Processes - Softcover

Ikeda, N.

 
9781493307210: Stochastic Differential Equations and Diffusion Processes
Softcover
ISBN 10: 1493307215 ISBN 13: 9781493307210
Verlag: North Holland, 2014

Inhaltsangabe

Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis. A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sections discussing complex (conformal) martingales and Kahler diffusions have been added.

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Reseña del editor

Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis. A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sections discussing complex (conformal) martingales and Kahler diffusions have been added.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
North Holland
Erscheinungsdatum
2014
Sprache
Englisch
ISBN 10 
1493307215
ISBN 13 
9781493307210
Einband
Tapa blanda
Anzahl der Seiten
572
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

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Vorgestellte Ausgabe

ISBN 10:  0444873783 ISBN 13:  9780444873781
Verlag: Elsevier Science Ltd, 1989
Hardcover