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Stochastic Calculus in Manifolds
Michel Emery
€ 148.91
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Description for Stochastic Calculus in Manifolds
Paperback. With an Appendix by P.A. Meyer Series: Universitext. Num Pages: 161 pages, biography. BIC Classification: PBMP. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 242 x 170 x 10. Weight in Grams: 310.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
1989
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
161
Condition
New
Series
Universitext
Number of Pages
151
Place of Publication
Berlin, Germany
ISBN
9783540516644
SKU
V9783540516644
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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