Michel Emery

(Author)

Stochastic Calculus in Manifolds (Softcover Reprint of the Original 1st 1989)Paperback - Softcover Reprint of the Original 1st 1989, 5 January 1990

Stochastic Calculus in Manifolds (Softcover Reprint of the Original 1st 1989)
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Part of Series
Universitext
Print Length
151 pages
Language
English
Publisher
Springer
Date Published
5 Jan 1990
ISBN-10
3540516646
ISBN-13
9783540516644

Description

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.

Product Details

Author:
Michel Emery
Book Edition:
Softcover Reprint of the Original 1st 1989
Book Format:
Paperback
Country of Origin:
US
Date Published:
5 January 1990
Dimensions:
24.23 x 17.35 x 0.99 cm
ISBN-10:
3540516646
ISBN-13:
9783540516644
Language:
English
Location:
Berlin, Heidelberg
Pages:
151
Publisher:
Weight:
294.83 gm

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