Stochastic Calculus in Manifolds - Universitext (Paperback)
  • Stochastic Calculus in Manifolds - Universitext (Paperback)
zoom

Stochastic Calculus in Manifolds - Universitext (Paperback)

(author)
£74.99
Paperback 151 Pages / Published: 05/01/1990
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket
Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent. The general theory is presented only towards the end of the book, after the reader has been exposed to two particular instances - martingales and Brownian motions - in manifolds. The book also includes new material on non-confluence of martingales, s.d.e. from one manifold to another, approximation results for martingales, solutions to Stratonovich differential equations. Thus this book will prove very useful to specialists and non-specialists alike, as a self-contained introductory text or as a compact reference.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540516644
Number of pages: 151
Weight: 310 g
Dimensions: 242 x 170 x 10 mm
Edition: Softcover reprint of the original 1st ed. 198

You may also be interested in...

Introducing Fractals
Added to basket
Introduction to Topology
Added to basket
Mathematics and Its History
Added to basket
Mathematical Origami
Added to basket
Trigonometry For Dummies
Added to basket
Islamic Design
Added to basket
£5.99
Paperback
Drawing Geometry
Added to basket
£12.99
Paperback
Fractals: A Very Short Introduction
Added to basket
Elliptic Tales
Added to basket
£13.99
Paperback
Algebraic Topology
Added to basket
£30.99
Paperback
Symmetry: A Very Short Introduction
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.