Newsletter   Secure Checkout   View Cart (0 items)  
Search:    Welcome Guest! Save up to 30-40% on most items with our awesome everyday discounts!

Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics) [Hardcover]

Our Price $ 62.97  
Retail Value $ 89.95  
You Save $ 26.99  (30%)  
Item Number 229141  
Buy New $62.97
Quantity:
Out Of Stock!
Currently Out Of Stock
Currently unavailable...

Item description for Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics) by Philip Protter...

This book is quite different from others on the subject in that it presents a rapid introduction to the modern semimartingale theory of stochastic integration and differential equations, without first having to treat the beautiful but highly technical "general theory of processes". The author's new approach (based on the theorem of Bitcheler-Dellacherie) also give a more intuitive understanding of the subject, and permits proofs to be much less technical. All of the major theorems of stochastic integration are given, including a comprehensive treatment (first time in English) of local times. A theory of stochastic differential equations driven by semimartingales is developed, including Fisk-Stratonovich equations, Markov properties, stability, and an introduction to the theory of flows. Further topics presented for the 1st time in book form include an elementary presentation of Azema's martingale. This book will quickly become a standard reference on the subject, to be used by specialists and non-specialists alike, both for the sake of the theory and for its application.



Promise Angels is dedicated to bringing you great books at great prices. Whether you read for entertainment, to learn, or for literacy - you will find what you want at promiseangels.com!

Item Specifications...


Pages   302
Binding  Hardcover
Release Date   Apr 21, 1995
Publisher   Springer
ISBN  3540509968  
ISBN13  9783540509967  


Availability  0 units.


More About Philip Protter


Register your artisan biography and upload your photo! Are You The Artisan or Author behind this product?
Improve our customers experience by registering for an Artisan Biography Center Homepage.



Product Categories

1Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > General
2Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
3Books > Subjects > Professional & Technical > Professional Science > Mathematics > Mathematical Analysis
4Books > Subjects > Science > Mathematics > Applied > General
5Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
6Books > Subjects > Science > Mathematics > General
7Books > Subjects > Science > Mathematics > Mathematical Analysis



Reviews - What do customers think about Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics)?

Be the first to write a review about Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics)



Ask A Question or Provide Feedback regarding Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics)


Item Feedback and Product Questions
For immediate assistance call 888.395.0572 during the hours of 10am thru 8pm EST Monday thru Friday and a customer care representative will be happy to help you!

Help us continuously improve our service by reporting your feedback or questions below:

I have a question regarding this product
The information above is incorrect or conflicting
The page has misspellings or incorrect grammar
The page did not load correctly in my browser or created an error.

Email Address:
Anti Spam Question. To combat spammers we require that you answer a simple question.
What color is the sky?
Leave This Blank :
Do Not Change This Text :



Add This Product Widget To Your Website

Looking to add this information to your own website? Then use our Product Widget to allow you to display product information in a frame that is 120 pixels wide by 240 pixels high.

    Copy and paste the following HTML into your website and enjoy!



Order toll-free weekdays 10am thru 10pm EST by phone: 1-888-395-0572 (Lines are closed on holidays & weekends.)
Customer Service | My Account | Track My Orders | Return Policy | Request Free Catalog | Email Newsletter


Resources
Gift Certificates
RSS Feeds
Corporate
About Us
Contact Us
Policies
Terms Of Use
Privacy Policy