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Springer Stochastic Calculus in Manifolds (Universitext)

Name: Stochastic Calculus in Manifolds (Universitext)
Brand: Springer

Crafts, Hobbies & Home

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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

Brand: Springer
Format: paperback
ASIN: 3540516646
Category: Books > Subjects > Crafts, Hobbies & Home
Domain: Amazon UK
Release Date: 05 January 1990
Listed Since: 10 December 2006

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Springer Stochastic Calculus in Manifolds (Universitext)

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