Stochastic Analysis 9789811588631

Stochastic Analysis [1st ed.] 9789811588631, 9789811588648

This book is intended for university seniors and graduate students majoring in probability theory or mathematical financ

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Stochastic Analysis 0821826263, 9780821826263

Stochastic analysis is often understood as the analysis of functionals defined on the Wiener space, i.e., the space on w

416 88 1MB Read more

Applied Stochastic Analysis 1470449331, 9781470449339

This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presen

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Asymptotic analysis of unstable solutions of stochastic DE 9783030412906, 9783030412913

439 34 2MB Read more

Stochastic Processes and Calculus

814 77 4MB Read more

An Infinitesimal Approach to Stochastic Analysis [[Repr.] ed.] 0-8218-2297-7, 9780821822975

267 16 2MB Read more

Stochastic analysis 978-3-642-15073-9, 364215073X, 978-3-642-15074-6, 3642150748

This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space

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Stochastic Geometry 9783030135461, 9783030135478

259 54 5MB Read more

The Analysis of Selected Algorithms for the Stochastic Paradigm 152753703X, 9781527537033

198 24 4MB Read more

Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations [1 ed.] 9783030412906

This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the

362 41 3MB Read more