All listings for this product
About this product
- DescriptionBeginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications.
- Author BiographyGopinath Kallianpur, Professor Emeritus at University of North Carolina at Chapel Hill, has worked extensively on Stochastic Analysis and is a world renowned expert on stochastic filtering theory. He is the author of Stochastic Filtering Theory, and a co-author of White Noise Theory of Prediction, Filtering and Smoothing, Introduction to Option Pricing Theory, and Stochastic Differential Equations in Infinite Dimensions. P. Sundar is a Professor of Mathematics at Louisiana State University. He works on Stochastic Analysis, and is on the Editorial Board for the journal Communications on Stochastic Analysis. He has co-edited a book titled Infinite Dimensional Stochastic Analysis.
- Author(s)Gopinath Kallianpur,Pushpa Sundar
- PublisherOxford University Press
- Date of Publication09/01/2014
- Series TitleOxford Graduate Texts in Mathematics
- Series Part/Volume Number24
- Place of PublicationOxford
- Country of PublicationUnited Kingdom
- ImprintOxford University Press
- Weight556 g
- Width156 mm
- Height234 mm
- Spine20 mm
Best-selling in Business, Economics & Industry
Save on Business, Economics & Industry
- £48.17Trending at £50.45
- £34.69Trending at £40.71
- £39.99Trending at £41.48
- £35.71Trending at £36.43
- £15.90Trending at £16.48
- £8.82Trending at £9.66
- £10.99Trending at £11.48
This item doesn't belong on this page.
Thanks, we'll look into this.