Brownian Motion, Martingales, and Stochastic Calculus by Le Gall, Jean-François

Brownian Motion, Martingales, and Stochastic Calculus (Hardcover) (ISBN-13: 9783319310886)

Vendor: Jean-François Le Gall
Product type: Books
Format: Hardcover
$69.99
$69.99
$69.99
Subtotal: $69.99
Brownian Motion, Martingales, and Stochastic Calculus by Le Gall, Jean-François

Brownian Motion, Martingales, and Stochastic Calculus

$69.99
Brownian Motion, Martingales, and Stochastic Calculus by Le Gall, Jean-François

Brownian Motion, Martingales, and Stochastic Calculus

$69.99
Format: Hardcover
Description
Description
x
Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations

Author: Jean-François Le Gall
ISBN-10: 3319310887
ISBN-13: 9783319310886
Publisher: Springer
Language: English
Published: 05/09/2016
Pages: 273
Format: Hardcover
Weight: 1.28lbs
Size: 9.21h x 6.14w x 0.69d
By Jean-François Le Gall
By Jean-François Le Gall
x
Jean-François Le Gall is a well-known specialist of probability theory and stochastic processes. His main research achievements are concerned with Brownian motion, superprocesses and their connections with partial differential equations, and more recently random trees and random graphs. He has been awarded several international prizes in mathematics, including the Loeve Prize and the Fermat Prize, and gave a plenary lecture at the 2014 International Congress of Mathematicians. He is currently a professor of mathematics at Université Paris-Sud and a member of the French Academy of Sciences.

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