UID:
almahu_9948233432002882
Format:
1 online resource (xii, 346 pages) :
,
digital, PDF file(s).
ISBN:
9781316492888 (ebook)
Series Statement:
Cambridge studies in advanced mathematics ; 159
Uniform Title:
Kakuritsu Kaiseki.
Content:
Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume.
Note:
Translated and adapted from the Japanese edition: Kakuritsu Kaiseki, 2013.
,
Title from publisher's bibliographic system (viewed on 02 Dec 2016).
Additional Edition:
Print version: ISBN 9781107140516
Language:
English
Subjects:
Mathematics
URL:
https://doi.org/10.1017/9781316492888
URL:
Volltext
(URL des Erstveröffentlichers)
