Téléchargez le livre : Stochastic Differential Equations and Diffusion Processes

Stochastic Differential Equations and Diffusion Processes



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Éditeur :

North Holland


Paru le : 2014-06-28



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Description
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sections discussing complex (conformal) martingales and Kahler diffusions have been added.
Pages
572 pages
Collection
n.c
Parution
2014-06-28
Marque
North Holland
EAN papier
9780444873781
EAN PDF SANS DRM
9781483296159
Informations sur l'ebook
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
75,92 €

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