Stochastic Analysis and Diffusion Processes: (Oxford Graduate Texts in Mathematics 24)
By
Gopinath Kallianpur (Author) P Sundar (Author)
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About the Author
Gopinath Kallianpur, Professor Emeritus at University of North Carolina at Chapel Hill, has worked extensively on Stochastic Analysis and is a world renowned expert on stochastic filtering theory. He is the author of Stochastic Filtering Theory, and a co-author of White Noise Theory of Prediction, Filtering and Smoothing, Introduction to Option Pricing Theory, and Stochastic Differential Equations in Infinite Dimensions.P. Sundar is a Professor of Mathematics at Louisiana State University. He works on Stochastic Analysis, and is on the Editorial Board for the journal Communications on Stochastic Analysis. He has co-edited a book titled Infinite Dimensional Stochastic Analysis.
More Details
- Contributor: Gopinath Kallianpur
- Imprint: Oxford University Press
- ISBN13: 9780199657070
- Number of Pages: 368
- Packaged Dimensions: 156x234mm
- Packaged Weight: 1
- Format: Paperback
- Publisher: Oxford University Press
- Release Date: 2014-01-09
- Series: Oxford Graduate Texts in Mathematics
- Binding: Paperback / softback
- Biography: Gopinath Kallianpur, Professor Emeritus at University of North Carolina at Chapel Hill, has worked extensively on Stochastic Analysis and is a world renowned expert on stochastic filtering theory. He is the author of Stochastic Filtering Theory, and a co-author of White Noise Theory of Prediction, Filtering and Smoothing, Introduction to Option Pricing Theory, and Stochastic Differential Equations in Infinite Dimensions.P. Sundar is a Professor of Mathematics at Louisiana State University. He works on Stochastic Analysis, and is on the Editorial Board for the journal Communications on Stochastic Analysis. He has co-edited a book titled Infinite Dimensional Stochastic Analysis.
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