Items related to Stochastic Differential Equations and Diffusion Processes
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis. A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sections discussing complex (conformal) martingales and Kahler diffusions have been added.
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- PublisherNorth Holland
- Publication date2011
- ISBN 10 0444557334
- ISBN 13 9780444557339
- BindingPaperback
- Number of pages480
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Stochastic Differential Equations and Diffusion Processes
Published by
North Holland
(2011)
ISBN 10: 0444557334
ISBN 13: 9780444557339
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Softcover
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Book Description Condition: New. Buy with confidence! Book is in new, never-used condition. Seller Inventory # bk0444557334xvz189zvxnew
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Stochastic Differential Equations and Diffusion Processes
Published by
North Holland
(1981)
ISBN 10: 0444557334
ISBN 13: 9780444557339
New
Paperback
Quantity: 1
Seller:
Rating
Book Description Paperback. Condition: Brand New. 480 pages. 9.00x6.00x1.09 inches. This item is printed on demand. Seller Inventory # zk0444557334
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