000			01736cam a22002417i 4500
001			136311
003			ISI Library, Kolkata
005			20151109153219.0
008			140904t20142014sz b 001 0 eng d
020			_a9783037191330
040			_aISI Library
082	0	4	_a519.23 _223 _bB341
100	1		_aBaudoin, Fabrice.
245	1	0	_aDiffusion processes and stochastic calculus / _cFabrice Baudoin.
260			_aSwitzerland : _bEuropean Mathematical Society, _c2014.
300			_aix, 276 p. ; _c24 cm.
490	0		_aEMS textbooks in mathematics
504			_aIncludes bibliographical references (pages 269-273) and index.
505	0		_aIntroduction-- 1. Stochastic processes -- 2. Brownian motion -- 3. Markov processes -- 4. Symmetric diffusion semigroups -- 5. Ito calculus -- 6. Stochastic differential equation and Malliavin calculus -- 7. An introduction to Lyons' rough paths theory -- Appendix A. Unboounded operators -- Appendix B. Regularity theory-- References-- Index.
520			_aThe main purpose of the book is to present, at a graduate level and in a self-contained way, the most important aspects of the theory of continuous stochastic processes in continuous time and to introduce some of its ramifications such as the theory of semigroups, the Malliavin calculus, and the Lyons' rough paths. This book is intended for students, or even researchers, who wish to learn the basics in a concise but complete and rigorous manner. Several exercises are distributed throughout the text to test the understanding of the reader and each chapter ends with bibliographic comments aimed at those interested in exploring the materials further.
650		0	_aStochastic processes.
942			_2ddc _cBK
999			_c419455 _d419455