Elements of Stochastic Calculus and Analysis- (English, Stroock)
by Stroock
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783319770376
ISBN-10
3319770373
Author
Stroock
About the Book
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 the…
ISBN: 9783319770376
ISBN-13: 9783319770376
ISBN-10: 3319770373
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Product ID: isbn-9783319770376
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