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Springer Stochastic Calculus in Manifolds - Universitext

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Description

Designed for both pure and applied probabilists, including graduate students, this Springer Universitext volume provides a pedagogical introduction to Schwartz-Meyer second-order geometry and its application in stochastic calculus. The text is structured to support readers without prior knowledge of differential geometry, as these concepts are covered within the book as needed. To improve accessibility for non-probabilists, the text includes an appendix by P.A. Meyer titled "A short presentation of stochastic calculus," which outlines the essential basis of the field. This resource moves from foundational concepts toward general theory, making it a practical guide for advanced mathematical study.

Key Features

This Springer Universitext book provides a pedagogical introduction to Schwartz-Meyer second-order geometry and stochastic calculus.

The text includes an appendix by P.A. Meyer titled "A short presentation of stochastic calculus" to assist non-probabilists.

No prior knowledge of differential geometry is required because the necessary concepts are covered within the text.

This resource is written for graduate students and both pure and applied probabilists.

The book is organized to present the general theory toward the end of the text for better learning progression.

Product Specifications

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

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No barcode data available

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