Description
Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations
Author: Jean-François Le Gall
Publisher: Springer
Published: 05/27/2018
Pages: 273
Binding Type: Paperback
Weight: 0.90lbs
Size: 9.21h x 6.14w x 0.61d
ISBN13: 9783319809618
ISBN10: 331980961X
BISAC Categories:
- Mathematics | Applied
- Mathematics | Probability & Statistics | General
- Mathematics | Mathematical Analysis
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations
Author: Jean-François Le Gall
Publisher: Springer
Published: 05/27/2018
Pages: 273
Binding Type: Paperback
Weight: 0.90lbs
Size: 9.21h x 6.14w x 0.61d
ISBN13: 9783319809618
ISBN10: 331980961X
BISAC Categories:
- Mathematics | Applied
- Mathematics | Probability & Statistics | General
- Mathematics | Mathematical Analysis
About the Author
Jean-François Le Gall is a well-known specialist of probability theory and stochastic processes. His main research achievements are concerned with Brownian motion, superprocesses and their connections with partial differential equations, and more recently random trees and random graphs. He has been awarded several international prizes in mathematics, including the Loeve Prize and the Fermat Prize, and gave a plenary lecture at the 2014 International Congress of Mathematicians. He is currently a professor of mathematics at Université Paris-Sud and a member of the French Academy of Sciences.
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