Itô’s Stochastic Calculus and Probability Theory
Home > Mathematics and Science Textbooks > Mathematics > Probability and statistics > Itô’s Stochastic Calculus and Probability Theory
Itô’s Stochastic Calculus and Probability Theory

Itô’s Stochastic Calculus and Probability Theory

|
     0     
5
4
3
2
1




International Edition


About the Book

Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics. This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here. This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included.

Table of Contents:
Lévy measure of superprocesses; Absorption processes.- A class of integration by parts formulae in stochastic analysis I.- Smooth measures and continuous additive functionals of right Markov processes.- On the decomposition of additive functionals of reflecting Brownian motions.- Equilibrium fluctuations for lattice gas.- Hall’s transform and the Segal-Bargmann map.- Lagrangian for pinned diffusion process.- Short time asymptotics and an approximation for the heat kernel of a singular diffusion.- Van Vleck-Pauli formula for Wiener integrals and Jacobi fields.- Some recent developments in nonlinear filtering theory.- Detecting a single defect in a scenery by observing the scenery along a random walk path.- Analytic approach to Yor’s formula of exponential additive functionals of Brownian motion.- Stochastic differential equations with jumps and stochastic flows of diffeomorphisms.- A remark on American securities.- Calculus for multiplicative functionals, Itô’s formula and differential equations.- A Martin boundary connected with the ?-volume limit of the focussing cubic Schrödinger equation.- Diffusion processes on an open time interval and their time reversal.- On sensitive control and differential games in infinite dimensional space.- Decomposition at the maximum for excursions and bridges of one-dimensional diffusions.- Interacting diffusion systems over Zd.- A Kähler metric on a based loop group and a covariant differentiation.- Burgers system driven by a periodic stochastic flow.- An estimate on the Hessian of the heat kernel.- Environment-wise central limit theorem for a diffusion in a Brownian environment with large drift.- The complex story of simple exclusion.- Lévy’s stochastic area formula and Brownian motion on compact Lie groups.- Principalvalues of Brownian local times and their related topics.


Best Sellers


Product Details
  • ISBN-13: 9784431685340
  • Publisher: Springer Verlag, Japan
  • Publisher Imprint: Springer Verlag, Japan
  • Height: 235 mm
  • No of Pages: 422
  • Returnable: Y
  • ISBN-10: 4431685340
  • Publisher Date: 19 Apr 2012
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Width: 155 mm


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Itô’s Stochastic Calculus and Probability Theory
Springer Verlag, Japan -
Itô’s Stochastic Calculus and Probability Theory
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Itô’s Stochastic Calculus and Probability Theory

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals

    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!