Search results for ""Author Daniel W. Stroock""
Princeton University Press Markov Processes from K. Itôs Perspective
Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.
£73.80
MP-AMM American Mathematical Large Deviations
Presents an introduction to the basic ideas of the theory of large deviations and makes a suitable package on which to base a semester-length course for advanced graduate students with a background in analysis and some probability theory. This book also covers various non-uniform results.
£62.00
