Elements of Stochastic Calculus and Analysis - 10 Angebote vergleichen

Lieferung aus: Österreich, Lagernd, zzgl. Versandkosten.
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. eBook.

Lieferung aus: Deutschland, Free shipping.
Elements of Stochastic Calculus and Analysis: 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. Englisch, Buch.

Lieferung aus: Vereinigte Staaten von Amerika, Not yet published, zzgl. Versandkosten (wenn der Anbieter in Ihr Land liefert).
Von Händler/Antiquariat, Amazon.com.
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., Hardcover, Ausgabe: 1st ed. 2018, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2018-07-30, Studio: Springer.

Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
books~~9783030083540, Elements of Stochastic Calculus and Analysis, Paperback.

Von Händler/Antiquariat, The Book Depository EURO [60485773], London, United Kingdom.
Language: English. Brand new Book.

Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Lagernd.
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Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen

Lieferung aus: Vereinigte Staaten von Amerika, In Stock, plus shipping.
Elements-of-Stochastic-Calculus-and-Analysis~~Daniel-W-Stroock, Elements of Stochastic Calculus and Analysis, Hardcover.