It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach."
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It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach...
From the reviews: "This book nicely complements the existing literature on information and coding theory by concentrating on arbitrary nonstationary and/or nonergodic sources and channels with arbitrarily large alphabets. Even with such generality the authors have managed to successfully reach a highly unconventional but very fertile exposition rendering new insights into many problems." -- MATHEMATICAL REVIEWS
From the reviews: "This book nicely complements the existing literature on information and coding theory by concentrating on arbitrary nonstationar...
"This book is concerned with a probabilistic approach for image analysis, mostly from the Bayesian point of view, and the important Markov chain Monte Carlo methods commonly used....This book will be useful, especially to researchers with a strong background in probability and an interest in image analysis. The author has presented the theory with rigor...he doesn't neglect applications, providing numerous examples of applications to illustrate the theory." -- MATHEMATICAL REVIEWS
"This book is concerned with a probabilistic approach for image analysis, mostly from the Bayesian point of view, and the important Markov chain Mo...
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion- type processes. In the first edition of these volumes,...
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not op...
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the ItO formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion- type processes. In the first edition of these volumes,...
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not op...
This book describes the classical aspects of the variational calculus which are of interest to analysts, geometers and physicists alike. Volume 1 deals with the for mal apparatus of the variational calculus and with nonparametric field theory, whereas Volume 2 treats parametric variational problems as weIl as Hamilton Jacobi theory and the classical theory of partial differential equations of first order. In a subsequent treatise we shall describe developments arising from Hilbert's 19th and 20th problems, especially direct methods and regularity theory. Of the classical variational calculus...
This book describes the classical aspects of the variational calculus which are of interest to analysts, geometers and physicists alike. Volume 1 deal...
As the regional models required to understand and control the generation, distribution and deposition of air pollutants become more precise, the need to understand the detailed effects of hilly and mountainous terrain becomes more acute. The Alpine regions and the mountainous Mediterranean coasts have large effets on the way the pollutant burden is spread in their areas. Similarly an understanding of the effects of chemical and physical processes controlling pollutant deposition and the emission of biogenic compounds is essential to the correct modelling of the coastal regions which surround...
As the regional models required to understand and control the generation, distribution and deposition of air pollutants become more precise, the need ...
