Full Product Details
Author: Jean-François Le Gall
Publisher: Springer International Publishing AG
Imprint: Springer International Publishing AG
Edition: 1st ed. 2016
Volume: 274
Dimensions:
Width: 15.50cm
, Height: 1.80cm
, Length: 23.50cm
Weight: 5.561kg
ISBN: 9783319310886
ISBN 10: 3319310887
Pages: 273
Publication Date: 09 May 2016
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Hardback
Publisher's Status: Active
Availability: Manufactured on demand
We will order this item for you from a manufactured on demand supplier.
Language: English
Reviews
'The aim of this book is to provide a rigorous introduction to the theory of stochastic calculus for continuous semi-martingales putting a special emphasis on Brownian motion.' ... If the reader has the background and needs a rigorous treatment of the subject this book would be a good choice. Le Gall writes clearly and gets to the point quickly ... . (Richard Durrett, MAA Reviews, March, 2017) The purpose of this book is to provide concise but rigorous introduction to the theory of stochastic calculus for continuous semimartingales, putting a special emphasis on Brownian motion. ... The book is written very clearly, it is interesting both for its construction and maintenance, mostly it is self-contained. It can be recommended to everybody who wants to study stochastic calculus, including those who is interested to its applications in other fields. (Yuliya S. Mishura, zbMATH, 2017)
“‘The aim of this book is to provide a rigorous introduction to the theory of stochastic calculus for continuous semi-martingales putting a special emphasis on Brownian motion.’ … If the reader has the background and needs a rigorous treatment of the subject this book would be a good choice. Le Gall writes clearly and gets to the point quickly … .” (Richard Durrett, MAA Reviews, March, 2017) “The purpose of this book is to provide concise but rigorous introduction to the theory of stochastic calculus for continuous semimartingales, putting a special emphasis on Brownian motion. … The book is written very clearly, it is interesting both for its construction and maintenance, mostly it is self-contained. It can be recommended to everybody who wants to study stochastic calculus, including those who is interested to its applications in other fields.” (Yuliya S. Mishura, zbMATH, 2017)
'The aim of this book is to provide a rigorous introduction to the theory of stochastic calculus for continuous semi-martingales putting a special emphasis on Brownian motion.' ... If the reader has the background and needs a rigorous treatment of the subject this book would be a good choice. Le Gall writes clearly and gets to the point quickly ... . (Richard Durrett, MAA Reviews, March, 2017) The purpose of this book is to provide concise but rigorous introduction to the theory of stochastic calculus for continuous semimartingales, putting a special emphasis on Brownian motion. ... The book is written very clearly, it is interesting both for its construction and maintenance, mostly it is self-contained. It can be recommended to everybody who wants to study stochastic calculus, including those who is interested to its applications in other fields. (Yuliya S. Mishura, zbMATH, 2017)
Author Information
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.
