Stochastic Calculus in Manifolds /

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...

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Bibliographic Details
Main Author: Emery, Michel
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 1989.
Series:Universitext,
Subjects:
Online Access:Connect to the full text of this electronic book
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by Emery, Michel, 1949-
Published 1989
Book