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Stochastic Calculus in Manifolds (Paperback, Softcover reprint of the original 1st ed. 1989)
Loot Price: R3,436
Discovery Miles 34 360
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Stochastic Calculus in Manifolds (Paperback, Softcover reprint of the original 1st ed. 1989)
Series: Universitext
Expected to ship within 10 - 15 working days
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Total price: R3,456
Discovery Miles: 34 560
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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.
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