Diffusion processes and stochastic calculus / Fabrice Baudoin
- Author
- Baudoin, Fabrice
- Published
- Zurich, Switzerland : European Mathematical Society, [2014]
- Copyright Date
- ©2014
- Physical Description
- ix, 276 pages : illustrations ; 24 cm.
- Series
- Contents
- Stochastic processes -- Brownian motion -- Markov processes -- Symmetric diffusion semigroups -- Itô calculus -- Stochastic differential equation and Malliavin calculus -- An introduction to Lyons' rough paths theory -- Appendix A -- Unboounded operators -- Appendix B -- Regularity theory.
- Subject(s)
- ISBN
- 9783037191330
3037191333 - Note
- AUTH: PURDUE UNIVERSITY. TEXTBOOK--GRAD. DIST. BY AMER. MATHEMATICAL SOC.
- Bibliography Note
- Includes bibliographical references (pages [269]-273) and index.
- Source of Acquisition
- Purchased with funds from the James and Joyce Gettys Libraries Endowment in the Math Library and in the School of Information Sciences and Technology; 2014.
- Endowment Note
- James and Joyce Gettys Libraries Endowment in the Math Library and in the School of Information Sciences and Technology
View MARC record | catkey: 13614287