Stochastic Calculus in Manifolds is popular PDF and ePub book, written by Michel Emery in 2012-12-06, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Stochastic Calculus in Manifolds can be Read Online from any device for your convenience.
Stochastic Calculus in Manifolds Book PDF Summary
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.
Detail Book of Stochastic Calculus in Manifolds PDF
- Author : Michel Emery
- Release : 06 December 2012
- Publisher : Springer Science & Business Media
- ISBN : 9783642750519
- Genre : Mathematics
- Total Page : 158 pages
- Language : English
- PDF File Size : 21,9 Mb
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