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...
Saved in:
| Online Access: |
Full Text (via Springer) |
|---|---|
| Main Author: | |
| Other title: | With an Appendix by P.A. Meyer |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1989.
|
| Series: | Universitext.
|
| Subjects: |
Search Result 1
