Stochastic Analysis
2 authors - Hardback
£57.99
Hiroyuki Matsumoto is Professor of Mathematics at Aoyama Gakuin University. He graduated from Kyoto University in 1982 and received his doctor of science degree from Osaka University in 1989. His research focuses on stochastic analysis and its applications to spectral analysis of Schrödinger operations and Selberg's trace formula, and he has published several books in Japanese, including Stochastic Calculus and Introduction to Probability and Statistics. He is a member of the Mathematical Society of Japan and an editor of the MSJ Memoirs. Setsuo Taniguchi is Professor of Mathematics at Kyushu University. He graduated from Osaka University in 1980 and received his doctor of science degree from Osaka University in 1989. His research interests include stochastic differential equations and Malliavin calculus. He has published several books in Japanese, including Introduction to Stochastic Analysis for Mathematical Finance and Stochastic Calculus. He is a member of the Mathematical Society of Japan and is an editor of the Kyushu Journal of Mathematics.