Elements of Stochastic Calculus and Analysis (CRM Short Courses)

Stroock, Daniel W.

ISBN 10: 3319770373 / ISBN 13: 9783319770376

Verlag: Springer, 2018

Beschreibung

New.

Bestandsnummer des Verkäufers ERICA77333197703736

Bibliografische Details

• Titel: Elements of Stochastic Calculus and Analysis (CRM Short Courses)
• Verlag: Springer
• Erscheinungsjahr: 2018
• Sprache: Englisch
• ISBN-10: 3319770373
• ISBN-13: 9783319770376
• Einband: Hardcover
• Zustand: New
• Buchtyp: book

Über diesen Titel

Inhaltsangabe

This book gives a somewhat unconventional introduction to stochastic analysis.

Über die Autorin bzw. den Autor

Daniel W. Stroock is Professor Emeritus of Mathematics at MIT. Professor Stroock's research interests focus on probability theory and stochastic processes.  Stroock (with S. Varadhan) was awarded the Leroy P. Steele Prize for seminal contributions to research in stochastic equations. In 2007, Stroock received an Honorary Fellowship at Swansea University, Wales, and in 2004 selected to be Foreign Member of the Polish Academy of Arts and Sciences. Professor Stroock is a Fellow of the American Academy of Arts and Sciences (1991), and a Member of the National Academy of Sciences (1995). Professor Stroock has made many contributions to pedagogical literature, among these include: An Introduction to Markov Processes" (GTM 230),  "Essentials of Integration Theory for Analysis" (GTM 262), "Multidimensional Diffusion Processes" (Classics in Mathematics).