Stochastic Calculus in Manifolds [electronic resource] / by Michel Emery.

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...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Emery, Michel
Other title:	With an Appendix by P.A. Meyer
Format:	Electronic eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1989.
Series:	Universitext.
Subjects:	Mathematics. Distribution (Probability theory) Stochastic processes.