| 书目名称 | Elements of Stochastic Calculus and Analysis | | 编辑 | Daniel W. Stroock | | 视频video | | | 概述 | Often written in a more essay form, the text contains many unique insights into the topic.Broadens understanding of the material for advanced grad students and research mathematicians.Includes unique | | 丛书名称 | CRM Short Courses | | 图书封面 |  | | 描述 | This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material covered.here has appeared in other places, this book attempts to explain the core ideas on which that material is based. As a consequence, the presentation is more an extended mathematical essay than a ``definition,.lemma, theorem‘‘ text. In addition, it includes several topics that are not usually treated elsewhere. For example,.Wiener‘s theory of homogeneous chaos is discussed, Stratovich integration is given a novel development and applied to derive Wong and Zakai‘s approximation theorem, and examples are given of the application of.Malliavin‘s calculus to partial differential equations. Each chapter concludes with several exercises, some of which are quite challenging. The book is intended for use by advanced graduate students and research.mathematicians who may be familiar with many of the topics but want to broaden their understanding of them.. | | 出版日期 | Textbook 2018 | | 关键词 | Kolmogorov‘s equations; Ito‘s approach; Markov property; Brownian stochastic integration; Tanaka‘s formu | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-77038-3 | | isbn_softcover | 978-3-030-08354-0 | | isbn_ebook | 978-3-319-77038-3Series ISSN 2522-5200 Series E-ISSN 2522-5219 | | issn_series | 2522-5200 | | copyright | Springer International Publishing AG, part of Springer Nature 2018 |
The information of publication is updating
|
|
发表于 2025-3-21 18:53:21
