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Springer Stochastic Calculus in Manifolds (Universitext)

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£99.99 £78.01 £82.81 £87.60 £92.40 £97.19 £101.99 10 June 2024 05 November 2024 02 April 2025 28 August 2025 24 January 2026

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50 days 38 days 50 days 67 days 389 days · current 0 97 195 292 389 £80-84 £84-88 £88-92 £92-96 £96-100 Days at Price

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Description

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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
05 January 1990
Listed Since
10 December 2006

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