Stochastic Differential Equations and Diffusion Processes - Image 1

£43.99

North Holland Stochastic Differential Equations and Diffusion Processes

Name: Stochastic Differential Equations and Diffusion Processes
Brand: North Holland
Price: 43.99 GBP
Availability: InStock

Differential Equations

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Description

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.

Product Specifications

Brand: North Holland
Format: paperback
ASIN: 1493307215
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Mathematical Analysis > Differential Equations
Domain: Amazon UK
Release Date: 06 December 2014
Listed Since: 06 December 2014

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North Holland Stochastic Differential Equations and Diffusion Processes

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