Déjà client ? Identifiez-vous

Mot de passe oublié ?

Nouveau client ?

CRÉER VOTRE COMPTE
Stochastic Integrals
Ajouter à une liste

Librairie Eyrolles - Paris 5e
Indisponible

Stochastic Integrals

Stochastic Integrals

Henry P. McKean

141 pages, parution le 17/11/2005

Résumé

The AMS is excited to bring this volume, originally published in 1969, back into print. This well-written book has been used for many years to learn about stochastic integrals.

The author starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations and stochastic integral equations on smooth manifolds.

E. B. Dynkin wrote about the original edition in Mathematical Reviews: "This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations." These words continue to ring true today.

This classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.

Readership : Graduate students and research mathematicians interested in probability, stochastic processes, and their applications.

Sommaire

  • Brownian motion
  • Stochastic integrals and differentials
  • Stochastic integral equations (d=1)
  • Stochastic integral equations (d>=2)
  • References
  • Subject index
  • Errata
Voir tout
Replier

Caractéristiques techniques

  PAPIER
Éditeur(s) American Mathematical Society (AMS)
Auteur(s) Henry P. McKean
Parution 17/11/2005
Nb. de pages 141
Format 15,5 x 23,5
Couverture Relié
Poids 385g
Intérieur Noir et Blanc
EAN13 9780821838877

Avantages Eyrolles.com

Livraison à partir de 0,01 en France métropolitaine
Paiement en ligne SÉCURISÉ
Livraison dans le monde
Retour sous 15 jours
+ d'un million et demi de livres disponibles
satisfait ou remboursé
Satisfait ou remboursé
Paiement sécurisé
modes de paiement
Paiement à l'expédition
partout dans le monde
Livraison partout dans le monde
Service clients 0 321 79 56 75 sav@commande.eyrolles.com
librairie française
Librairie française depuis 1925