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About this product
- Author(s)Jean-Francois Le Gall
- PublisherSpringer International Publishing AG
- Date of Publication29/04/2016
- Language(s)English & French
- GenreBusiness, Accounting & Vocational: Textbooks & Study Guides
- Series TitleGraduate Texts in Mathematics
- Series Part/Volume Number274
- Place of PublicationCham
- Country of PublicationSwitzerland
- ImprintSpringer International Publishing AG
- Content Note4 black & white illustrations, 1 colour illustrations, 1 colour tables, biography
- Weight596 g
- Width155 mm
- Height235 mm
- Spine18 mm
- Table Of ContentsGaussian variables and Gaussian processes.- Brownian motion.- Filtrations and martingales.- Continuous semimartingales.- Stochastic integration.- General theory of Markov processes.- Brownian motion and partial differential equations.- Stochastic differential equations.- Local times.- The monotone class lemma.- Discrete martingales.- References.
- Author BiographyJean-Francois 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 Universite Paris-Sud and a member of the French Academy of Sciences.
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