| 书目名称 | Stochastic Calculus in Manifolds | | 编辑 | Michel Emery | | 视频video | | | 丛书名称 | Universitext | | 图书封面 |  | | 描述 | 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. | | 出版日期 | Textbook 1989 | | 关键词 | Brownian motion; Christoffel symbols; Martingale; Riemannian manifold; Semimartingale; Stochastic calculu | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-75051-9 | | isbn_softcover | 978-3-540-51664-4 | | isbn_ebook | 978-3-642-75051-9Series ISSN 0172-5939 Series E-ISSN 2191-6675 | | issn_series | 0172-5939 | | copyright | Springer-Verlag Berlin Heidelberg 1989 |
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发表于 2025-3-21 17:45:58
