Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics) - Softcover

Über die Autorin bzw. den Autor

Gopinath Kallianpur, Professor Emeritus, Department of Statistics, University of North Carolina at Chapel Hill, P Sundar, Professor of Mathematics, Department of Mathematics, Louisiana State University

Gopinath Kallianpur, Professor Emeritus at University of North Carolina at Chapel Hill, has worked extensively on Stochastic Analysis and is a world renowned expert on stochastic filtering theory. He is the author of Stochastic Filtering Theory, and a co-author of White Noise Theory of Prediction, Filtering and Smoothing, Introduction to Option Pricing Theory, and Stochastic Differential Equations in Infinite Dimensions.

P. Sundar is a Professor of Mathematics at Louisiana State University. He works on Stochastic Analysis, and is on the Editorial Board for the journal Communications on Stochastic Analysis. He has co-edited a book titled Infinite Dimensional Stochastic Analysis.