Elements of Stochastic Calculus and Analysis


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Description


Author: Daniel W. Stroock
Publisher: Springer
Published: 05/07/2018
Pages: 206
Binding Type: Hardcover
Weight: 1.06lbs
Size: 9.46h x 6.39w x 0.74d
ISBN13: 9783319770376
ISBN10: 3319770373
BISAC Categories:
- Mathematics | Probability & Statistics | General

About the Author

Daniel W. Stroock is Professor Emeritus of Mathematics at MIT. Professor Stroock's research interests focus on probability theory and stochastic processes. Stroock (with S. Varadhan) was awarded the Leroy P. Steele Prize for seminal contributions to research in stochastic equations. In 2007, Stroock received an Honorary Fellowship at Swansea University, Wales, and in 2004 selected to be Foreign Member of the Polish Academy of Arts and Sciences. Professor Stroock is a Fellow of the American Academy of Arts and Sciences (1991), and a Member of the National Academy of Sciences (1995). Professor Stroock has made many contributions to pedagogical literature, among these include: An Introduction to Markov Processes" (GTM 230), "Essentials of Integration Theory for Analysis" (GTM 262), "Multidimensional Diffusion Processes" (Classics in Mathematics).