Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics) - Softcover

Kallianpur, Gopinath

Softcover

ISBN 10: 0199657076 ISBN 13: 9780199657070

Publisher: Oxford University Press, 2014

Synopsis

Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications.

About this title

About the Author

Gopinath Kallianpur, Professor Emeritus, Department of Statistics, University of North Carolina at Chapel Hill,P Sundar, Professor of Mathematics, Department of Mathematics, Louisiana State University

Gopinath Kallianpur, Professor Emeritus at University of North Carolina at Chapel Hill, has worked extensively on Stochastic Analysis and is a world renowned expert on stochastic filtering theory. He is the author of Stochastic Filtering Theory, and a co-author of White Noise Theory of Prediction, Filtering and Smoothing, Introduction to Option Pricing Theory, and Stochastic Differential Equations in Infinite Dimensions.


P. Sundar is a Professor of Mathematics at Louisiana State University. He works on Stochastic Analysis, and is on the Editorial Board for the journal Communications on Stochastic Analysis. He has co-edited a book titled Infinite Dimensional Stochastic Analysis.

Edition details

• Publisher: Oxford University Press
• Publication date: 2014
• Language: English
• ISBN 10: 0199657076
• ISBN 13: 9780199657070
• Binding: Paperback
• Number of pages: 368