國立虎尾科技大學 |

Elements of Stochastic Calculus and Analysis

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Elements of Stochastic Calculus and Analysis/ by Daniel W. Stroock.
作者:	Stroock, Daniel W.
面頁冊數:	XIV, 206 p.online resource. :
Contained By:	Springer Nature eBook
標題:	Probabilities. -
電子資源:	https://doi.org/10.1007/978-3-319-77038-3
ISBN:	9783319770383

Elements of Stochastic Calculus and Analysis
Stroock, Daniel W.

Elements of Stochastic Calculus and Analysis[electronic resource] /by Daniel W. Stroock. - 1st ed. 2018. - XIV, 206 p.online resource. - CRM Short Courses,2522-5200. - CRM Short Courses,.

Preface -- 1. Kolmogorov's Equations -- 2. Itô's Approach -- 3. Brownian Stochastic Integration -- 4. Other Theories of Stochastic Integration -- 5. Addenda -- References -- Index. .

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.

ISBN: 9783319770383

Standard No.: 10.1007/978-3-319-77038-3doiSubjects--Topical Terms:

527847
Probabilities.

LC Class. No.: QA273.A1-274.9

Dewey Class. No.: 519.2

Elements of Stochastic Calculus and Analysis
LDR:02584nam a22004335i 4500 001 992651
003 DE-He213
005 20200704153507.0
007 cr nn 008mamaa
008 201225s2018 gw | s |||| 0|eng d
020 $a 9783319770383 $9 978-3-319-77038-3
024 7 $a 10.1007/978-3-319-77038-3 $2 doi
035 $a 978-3-319-77038-3
050 4 $a QA273.A1-274.9
050 4 $a QA274-274.9
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a PBWL $2 thema
082 0 4 $a 519.2 $2 23
100 1 $a Stroock, Daniel W. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 672488
245 1 0 $a Elements of Stochastic Calculus and Analysis $h [electronic resource] / $c by Daniel W. Stroock.
250 $a 1st ed. 2018.
264 1 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2018.
300 $a XIV, 206 p. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a CRM Short Courses, $x 2522-5200
505 0 $a Preface -- 1. Kolmogorov's Equations -- 2. Itô's Approach -- 3. Brownian Stochastic Integration -- 4. Other Theories of Stochastic Integration -- 5. Addenda -- References -- Index. .
520 $a 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.
650 0 $a Probabilities. $3 527847
650 1 4 $a Probability Theory and Stochastic Processes. $3 593945
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9783319770376
776 0 8 $i Printed edition: $z 9783319770390
776 0 8 $i Printed edition: $z 9783030083540
830 0 $a CRM Short Courses, $x 2522-5200 $3 1280861
856 4 0 $u https://doi.org/10.1007/978-3-319-77038-3
912 $a ZDB-2-SMA
912 $a ZDB-2-SXMS
950 $a Mathematics and Statistics (SpringerNature-11649)
950 $a Mathematics and Statistics (R0) (SpringerNature-43713)