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2 produkter
2 produkter
1 227 kr
Skickas inom 7-10 vardagar
The ideas of Fourier have made their way into every branch of mathematics and mathematical physics, from the theory of numbers to quantum mechanics. Fourier Series and Integrals focuses on the extraordinary power and flexibility of Fourier's basic series and integrals and on the astonishing variety of applications in which it is the chief tool. It presents a mathematical account of Fourier ideas on the circle and the line, on finite commutative groups, and on a few important noncommutative groups. A wide variety of exercises are placed in nearly every section as an integral part of the text.
783 kr
Skickas inom 7-10 vardagar
“This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations.” -E. B. Dynkin, Mathematical ReviewsThis well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds.Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.