{"product_id":"stochastic-analysis","title":"Stochastic Analysis","description":"\u003cp\u003e\u003cstrong\u003eBook Details\u003c\/strong\u003e\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eAuthor\u003c\/strong\u003e: Hiroyuki Matsumoto\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003ePublisher\u003c\/strong\u003e: Cambridge University Press\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eEdition\u003c\/strong\u003e: Translation Edition\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eBinding\u003c\/strong\u003e: Hardcover\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eNumber of Pages\u003c\/strong\u003e: 357\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eISBN\u003c\/strong\u003e: 9781107140516\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eLanguages\u003c\/strong\u003e: English\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eDimensions\u003c\/strong\u003e: 9.1 x 6.1 x 0.9 inches\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003chr\u003e\n\u003cp\u003e\u003cstrong\u003eAbout The Book\u003c\/strong\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cstrong\u003e\"Stochastic Analysis: An Introduction\"\u003c\/strong\u003e by \u003cstrong\u003eHiroyuki Matsumoto\u003c\/strong\u003e is a graduate-level text that introduces readers to the core concepts of \u003cstrong\u003estochastic analysis\u003c\/strong\u003e, focusing on the powerful tools of \u003cstrong\u003eItô calculus\u003c\/strong\u003e and \u003cstrong\u003eMalliavin calculus\u003c\/strong\u003e. These two calculi have revolutionized fields such as \u003cstrong\u003epartial differential equations\u003c\/strong\u003e, \u003cstrong\u003ephysics\u003c\/strong\u003e, and \u003cstrong\u003emathematical finance\u003c\/strong\u003e.\u003c\/p\u003e\n\u003cp\u003eThis book develops the \u003cstrong\u003eItô\u003c\/strong\u003e and \u003cstrong\u003eMalliavin\u003c\/strong\u003e calculi in tandem, offering a balanced and comprehensive toolbox for students and researchers interested in \u003cstrong\u003emathematics\u003c\/strong\u003e and \u003cstrong\u003emathematical finance\u003c\/strong\u003e. It covers essential topics such as:\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eStochastic integrals\u003c\/strong\u003e and \u003cstrong\u003edifferential equations\u003c\/strong\u003e, providing a strong foundation for the reader to understand how these tools are applied in various contexts.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eDistribution theory on Wiener space\u003c\/strong\u003e, with a focus on the methods developed by the Japanese school of probability.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003eThe \u003cstrong\u003edistinctive, path-space-oriented approach\u003c\/strong\u003e to modern stochastic analysis, which explores the potential arising from combining the two calculi.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp\u003eBy unifying both \u003cstrong\u003eItô calculus\u003c\/strong\u003e and \u003cstrong\u003eMalliavin calculus\u003c\/strong\u003e, this book serves as a singular volume that consolidates modern stochastic analysis, making it an indispensable resource for advanced graduate students, researchers, and professionals in the fields of \u003cstrong\u003eprobability theory\u003c\/strong\u003e, \u003cstrong\u003estochastic processes\u003c\/strong\u003e, and \u003cstrong\u003emathematical finance\u003c\/strong\u003e.\u003c\/p\u003e\n\u003cp\u003eWith \u003cstrong\u003e357 pages\u003c\/strong\u003e of essential material, this book is ideal for those seeking a deeper understanding of stochastic analysis in theory and practice.\u003c\/p\u003e","brand":"CUP","offers":[{"title":"Default Title","offer_id":49951586648368,"sku":"Sarat_9781107140516","price":4353.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0690\/9968\/4144\/files\/cup-book-default-title-stochastic-analysis-41326103626032.jpg?v=1775949515","url":"https:\/\/www.retailmaharaj.com\/bn\/products\/stochastic-analysis","provider":"Retail Maharaj","version":"1.0","type":"link"}