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Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.
Bemærk: Kan ikke leveres før jul.
When the first edition of this textbook published in 2011, it constituted a substantial revision of the best-selling Birkhäuser title by the same author, A Concise Introduction to the Theory of Integration.
Bemærk: Kan ikke leveres før jul.
This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions.
Bemærk: Kan ikke leveres før jul.
This book gives a somewhat unconventional introduction to stochastic analysis.
Bemærk: Kan ikke leveres før jul.
When the first edition of this textbook published in 2011, it constituted a substantial revision of the best-selling Birkhäuser title by the same author, A Concise Introduction to the Theory of Integration.
Bemærk: Kan ikke leveres før jul.
This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and infinitedimensional spaces.