[PDF.83pp] Stochastic Calculus in Manifolds (Universitext)

Stochastic Calculus in Manifolds (Universitext)

[PDF.pa46] Stochastic Calculus in Manifolds (Universitext)

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 | #4145266 in Books |  Springer |  1989-12-18 | Original language:English | PDF # 1 |  9.53 x.38 x6.69l,.65 | File type: PDF | 151 pages

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||7 of 7 people found the following review helpful.| Concise Introduction to Stochastic Differential Geometry|By Paul Thurston|The main topic of Emery's book is the study of martingales and semi martingales taking values in a Riemannian manifold, and the author has prepared an extremely nice (if not somewhat concise) treatment of this material.

The author aims to keep prerequisites to a minimum. You'll need a solid of

Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry is assumed of the r...

You can specify the type of files you want, for your gadget.Stochastic Calculus in Manifolds (Universitext)   |  Michel Emery. A good, fresh read, highly recommended.

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