Elements of Stochastic Calculus and Analysis (CRM Short Courses) - Hardcover

Buch 3 von 7: CRM Short Courses

Stroock

 
9783319770376: Elements of Stochastic Calculus and Analysis (CRM Short Courses)
Hardcover
ISBN 10: 3319770373 ISBN 13: 9783319770376
Verlag: Springer, 2018

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor


Daniel W. Stroock is Professor Emeritus of Mathematics at MIT. Professor Stroock's research interests focus on probability theory and stochastic processes.  Stroock (with S. Varadhan) was awarded the Leroy P. Steele Prize for seminal contributions to research in stochastic equations. In 2007, Stroock received an Honorary Fellowship at Swansea University, Wales, and in 2004 selected to be Foreign Member of the Polish Academy of Arts and Sciences. Professor Stroock is a Fellow of the American Academy of Arts and Sciences (1991), and a Member of the National Academy of Sciences (1995). Professor Stroock has made many contributions to pedagogical literature, among these include: An Introduction to Markov Processes" (GTM 230),  "Essentials of Integration Theory for Analysis" (GTM 262), "Multidimensional Diffusion Processes" (Classics in Mathematics).

Von der hinteren Coverseite

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2018
Sprache
Englisch
ISBN 10 
3319770373
ISBN 13 
9783319770376
Einband
Gebundene Ausgabe
Anzahl der Seiten
220
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