000 02378nam a2200397 i 4500
001 CR9781316492888
003 UkCbUP
005 20240920190516.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 150629s2017||||nyu o ||1 0|eng|d
020 _a9781316492888 (ebook)
020 _z9781107140516 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
041 1 _aeng
_hjap
050 4 _aQA274.2
_b.M3813 2017
082 0 4 _a519.2/2
_223
100 1 _aMatsumoto, Hiroyuki,
_d1946-
_eauthor.
240 1 0 _aKakuritsu Kaiseki.
_lEnglish
245 1 0 _aStochastic analysis :
_bItô and Malliavin calculus in tandem /
_cHiroyuki Matsumoto, Aoyama Gakuin University, Japan, Setsuo Taniguchi, Kyushu University, Japan.
264 1 _aNew York :
_bCambridge University Press,
_c2017.
300 _a1 online resource (xii, 346 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aCambridge studies in advanced mathematics ;
_v159
500 _aTranslated and adapted from the Japanese edition: Kakuritsu Kaiseki, 2013.
500 _aTitle from publisher's bibliographic system (viewed on 02 Dec 2016).
520 _aThanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume.
650 0 _aStochastic analysis.
700 1 _aTaniguchi, Setsuo,
_d1956-
_eauthor.
776 0 8 _iPrint version:
_z9781107140516
830 0 _aCambridge studies in advanced mathematics ;
_v159.
856 4 0 _uhttps://doi.org/10.1017/9781316492888
942 _2ddc
_cEB
999 _c10225
_d10225