Stochastic Calculus in Manifolds

by Michel Émery

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" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry...

• Format: Paperback
• Language: English
• ISBN: 3540516646
• ISBN13: 9783540516644
• Release Date: January 1990
• Publisher: Springer
• Length: 151 Pages
• Weight: 0.65 lbs.
• Dimensions: 0.4" x 6.8" x 9.5"