Stochastic Analysis

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Stochastic Analysis
Language: en
Pages: 346
Authors: Paul Malliavin
Categories: Mathematics
Type: BOOK - Published: 2015-06-12 - Publisher: Springer

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In 5 independent sections, this book accounts recent main developments of stochastic analysis: Gross-Stroock Sobolev space over a Gaussian probability space; qu
Applied Stochastic Analysis
Language: en
Pages: 305
Authors: Weinan E
Categories: Education
Type: BOOK - Published: 2021-09-22 - Publisher: American Mathematical Soc.

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This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of
Foundations of Stochastic Analysis
Language: en
Pages: 322
Authors: M. M. Rao
Categories: Mathematics
Type: BOOK - Published: 2011-01-01 - Publisher: Courier Corporation

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Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element o
Stochastic Analysis
Language: en
Pages: 225
Authors: Shigeo Kusuoka
Categories: Mathematics
Type: BOOK - Published: 2020-10-20 - Publisher: Springer Nature

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This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in prob
Stochastic Analysis of Biochemical Systems
Language: en
Pages: 91
Authors: David F. Anderson
Categories: Mathematics
Type: BOOK - Published: 2015-04-23 - Publisher: Springer

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This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology