Mezishakar Write a product review. Stochastic Differential Equations and Applications. And yet, our coupling rule forces them to meet almost surely and to continue from that point on together permanently. Lectures on Gaussian Processes. This is a great book on the coupling method. Ratings and Reviews 0 0 star ratings 0 reviews.
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Recipes Search Random Quote: Freedom of thought is the only guarantee against an infection of mankind by mass myths, which, in the hands of treacherous hypocrites and demagogues, can be transformed into bloody dictatorships — Andrei Sakharov Mathematics Interests My interests are in probability, functional analysis and statistics.
At the moment, most of my research centers on numerical analysis, stochastic processes and simulation. Books If you are interested in analysis and probability with a view to mathematical economics then here is my reading list. I am extremely fussy, and I think that all of these books are great.
Dudley Measures, Integrals and Martingales by R. Schilling Analysis for Applied Mathematics, W. Cheney Probability and Stochastics, E. It is the best introduction to analysis that I know.
Kolmogorov and Fomin is a nice read on functional analysis. Pollard has a great style and interesting topics. Aliprantis and Burkinshaw is an excellent graduate text with lots of exercises. Dudley is great, but he frightens me a little bit. Schilling is beautiful and useful. Cheney is beautiful too, and a nice balance between theory and applications. Incidentally, the man generally recognized as the founder of modern functional analysis is Stefan Banach. Many fundamental results in normed linear space stem from his thesis.
Another important contributor to the theory of abstract spaces was Maurice Frechet. Frechet also helped generalize the Lebesgue integral to operate on functions of arbitrary domain. Within the field of Markov processes, a bright and shining light was created by the short career of Wolfgang Doeblin.
Lectures on the Coupling Method (Torgny Lindvall)
LINDVALL LECTURES ON THE COUPLING METHOD PDF