Stochastic Calculus in Manifolds

by Michel Émery

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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...

Format:Paperback

Language:English

ISBN:3540516646

ISBN13:9783540516644

Release Date:January 1990

Publisher:Springer

Length:151 Pages

Weight:0.65 lbs.

Dimensions:0.4" x 6.8" x 9.5"

Related Subjects

Gardening Gardening & Landscaping Math Mathematics Science & Math

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Stochastic Calculus in Manifolds

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