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CRM Short Courses

Elements of Stochastic Calculus and Analysis

Authors: Stroock, Daniel W.

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  • 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 and challenging exercises in each chapter
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書籍の購入

イーブック ¥6,401
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-319-77038-3
  • ウォーターマーク付、 DRMフリー
  • ファイル形式: PDF, EPUB
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  • ご購入後、すぐにダウンロードしていただけます。
ハードカバー ¥8,002
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-319-77037-6
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Usually dispatched within 3 to 5 business days.
ソフトカバー ¥8,002
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-08354-0
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Usually dispatched within 3 to 5 business days.
この教本について

This book gives a somewhat unconventional introduction to  stochastic analysis.  Although most of the material coveredhere 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 ofMalliavin'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 researchmathematicians who may be familiar with many of the topics but want to broaden their understanding of them.

著者について


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).

ビデオ

Table of contents (5 chapters)

Table of contents (5 chapters)

書籍の購入

イーブック ¥6,401
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-319-77038-3
  • ウォーターマーク付、 DRMフリー
  • ファイル形式: PDF, EPUB
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
  • ご購入後、すぐにダウンロードしていただけます。
ハードカバー ¥8,002
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-319-77037-6
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Usually dispatched within 3 to 5 business days.
ソフトカバー ¥8,002
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-030-08354-0
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Usually dispatched within 3 to 5 business days.
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書誌情報

Bibliographic Information
Book Title
Elements of Stochastic Calculus and Analysis
Authors
Series Title
CRM Short Courses
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG, part of Springer Nature
イーブック ISBN
978-3-319-77038-3
DOI
10.1007/978-3-319-77038-3
ハードカバー ISBN
978-3-319-77037-6
ソフトカバー ISBN
978-3-030-08354-0
Series ISSN
2522-5200
Edition Number
1
Number of Pages
XIV, 206
Topics