电子书 > 科学 > 数学 > N. Ikeda & S. Watanabe: Stochastic Differential Equations and Diffusion Processes (PDF)

N. Ikeda & S. Watanabe
Stochastic Differential Equations and Diffusion Processes [PDF ebook]

支持

的封面 N. Ikeda & S. Watanabe: Stochastic Differential Equations and Diffusion Processes (PDF)

Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sections discussing complex (conformal) martingales and Kahler diffusions have been added.

€73.16

购买此电子书可免费获赠一本！

语言英语 ● 格式 PDF ● ISBN 9781483296159 ● 出版者 Elsevier Science ● 发布时间 2014 ● 下载 3 时 ● 货币 EUR ● ID 5737406 ● 复制保护 Adobe DRM

需要具备DRM功能的电子书阅读器

来自同一作者的更多电子书 / 编辑

N. Ikeda S. Watanabe

49,692 此类电子书

的封面 Yi (Industry 4.0 Artificial Intelligence Laboratory, Dongguan University of Technology, China) Chen & Yun (Industry 4.0 Artificial Intelligence Laboratory, Dongguan University of Technology, China; Faculty of Engineering, University of Strathclyde, UK) Li

Yi (Industry 4.0 Artificial Intelligence Laboratory, Dongguan University of Technology, China) Chen & Yun (Industry 4.0 Artificial Intelligence Laboratory, Dongguan University of Technology, China; Faculty of Engineering, University of Strathclyde, UK) Li

Computational Intelligence Assisted Design framework mobilises computational resources, makes use of multiple Computational Intelligence (CI) algorithms and reduces computational costs. This book pro …

的封面 Gary L. (The Pennsylvania State University, University Park, USA) Mullen & James A. (The Pennsylvania State University, University Park, USA) Sellers: Abstract Algebra

Gary L. (The Pennsylvania State University, University Park, USA) Mullen & James A. (The Pennsylvania State University, University Park, USA) Sellers: Abstract Algebra

Abstract Algebra: A Gentle Introduction advantages a trend in mathematics textbook publishing towards smaller, less expensive and brief introductions to primary courses. The authors move away from th …

的封面 Abduhamid Dzhuraev: Degenerate and Other Problems

Abduhamid Dzhuraev: Degenerate and Other Problems

This Monograph contains a collection of problems arising in partial differential equations investigated by means of complex analysis approached in elementary ways. …

的封面 Luca (University of Parma) Lorenzi & Adbelaziz (University of Salerno) Rhandi: Semigroups of Bounded Operators and Second-Order Elliptic and Parabolic Partial Differential Equations

Luca (University of Parma) Lorenzi & Adbelaziz (University of Salerno) Rhandi: Semigroups of Bounded Operators and Second-Order Elliptic and Parabolic Partial Differential Equations

Semigroups of Bounded Operators and Second-Order Elliptic and Parabolic Partial Differential Equations aims to propose a unified approach to elliptic and parabolic equations with bounded and smooth c …

的封面 Elsa (University di Torino, Italy) Abbena & Alfred (University of Maryland, College Park, MD) Gray: Modern Differential Geometry of Curves and Surfaces with Mathematica

Elsa (University di Torino, Italy) Abbena & Alfred (University of Maryland, College Park, MD) Gray: Modern Differential Geometry of Curves and Surfaces with Mathematica

Presenting theory while using Mathematica in a complementary way, Modern Differential Geometry of Curves and Surfaces with Mathematica, the third edition of Alfred Gray’s famous textbook, covers how …

的封面 Steven E. Koonin: Computational Physics

Steven E. Koonin: Computational Physics

Computational Physics is designed to provide direct experience in the computer modeling of physical systems. Its scope includes the essential numerical techniques needed to ‘do physics’ on a computer …

的封面 Daniel W. Cunningham: Real Analysis

Daniel W. Cunningham: Real Analysis

Typically, undergraduates see real analysis as one of the most diﬃcult courses that a mathematics major is required to take. The main reason for this perception is twofold: Students must comprehend n …

的封面 Bayod: p-adic Function Analysis

Bayod: p-adic Function Analysis

‘Written by accomplished and well-known researchers in the field, this unique volume discusses important research topics on p-adic functional analysis and closely related areas, provides an authorita …

的封面 Manfred Stoll: Introduction to Real Analysis

Manfred Stoll: Introduction to Real Analysis

This classic textbook has been used successfully by instructors and students for nearly three decades. This timely new edition offers minimal yet notable changes while retaining all the elements, pre …

的封面 Michael Dorman: Introduction to Web Mapping

Michael Dorman: Introduction to Web Mapping

A web map is an interactive display of geographic information, in the form of a web page, that you can use to tell stories and answer questions. Web maps have numerous advantages over traditional map …