Stochastic Analysis
by Hiroyuki Matsumoto, Setsuo Taniguchi
This is an eBook that you can download electronically.
Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume.
SKU: 9781108110617
Format: PDF
KES 12,234
International delivery
Free click & collect
When you buy an ebook from TBC, you will be given a code to download your
purchase from our ebook partner Snapplify. After you have redeemed the code and
associated it with a Snapplify account, you'll need to download the Snapplify Reader
to read your ebooks. The free Snapplify Reader app works across iOS, Android,
Chrome OS, Windows and macOS; on tablets and mobile devices, as well as on
desktop PCs and Apple Macs.
You're currently browsing Text Book Centre's digital books site. To browse our range of physical books as well as a wide selection of stationery, art supplies, electronics and more, visit our main site at textbookcentre.com!
Reviews
This product does not have any reviews yet.
Add your review