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Author : Laurent Schwartz
Release : 1984
Genre : Mathematics
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Semimartingales and Their Stochastic Calculus on Manifolds by : Laurent Schwartz
Download or read book Semimartingales and Their Stochastic Calculus on Manifolds written by Laurent Schwartz. This book was released on 1984. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michel Emery
Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 516/5 ( reviews)
Book Synopsis Stochastic Calculus in Manifolds by : Michel Emery
Download or read book Stochastic Calculus in Manifolds written by Michel Emery. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: 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 Brownian motions - in manifolds. The book also includes new material on non-confluence of martingales, s.d.e. from one manifold to another, approximation results for martingales, solutions to Stratonovich differential equations. Thus this book will prove very useful to specialists and non-specialists alike, as a self-contained introductory text or as a compact reference.
Author : I. Iscoe
Release : 1984
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Semimartingales and Their Stochastic Calculus on Manifolds by : I. Iscoe
Download or read book Semimartingales and Their Stochastic Calculus on Manifolds written by I. Iscoe. This book was released on 1984. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Elton P. Hsu
Release : 2002
Genre : Mathematics
Kind : eBook
Book Rating : 028/5 ( reviews)
Book Synopsis Stochastic Analysis on Manifolds by : Elton P. Hsu
Download or read book Stochastic Analysis on Manifolds written by Elton P. Hsu. This book was released on 2002. Available in PDF, EPUB and Kindle. Book excerpt: Mainly from the perspective of a probabilist, Hsu shows how stochastic analysis and differential geometry can work together for their mutual benefit. He writes for researchers and advanced graduate students with a firm foundation in basic euclidean stochastic analysis, and differential geometry. He does not include the exercises usual to such texts, but does provide proofs throughout that invite readers to test their understanding. Annotation copyrighted by Book News Inc., Portland, OR.
Author : Sheng-Wu He
Release : 2019-07-09
Genre : Mathematics
Kind : eBook
Book Rating : 952/5 ( reviews)
Book Synopsis Semimartingale Theory and Stochastic Calculus by : Sheng-Wu He
Download or read book Semimartingale Theory and Stochastic Calculus written by Sheng-Wu He. This book was released on 2019-07-09. Available in PDF, EPUB and Kindle. Book excerpt: Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales. It also includes a concise treatment of absolute continuity and singularity, contiguity, and entire separation of measures by semimartingale approach. Two basic types of processes frequently encountered in applied probability and statistics are highlighted: processes with independent increments and marked point processes encountered frequently in applied probability and statistics. Semimartingale Theory and Stochastic Calculus is a self-contained and comprehensive book that will be valuable for research mathematicians, statisticians, engineers, and students.
