How Long to Read Stochastic Integration and Differential Equations

How Long Does it Take to Read Stochastic Integration and Differential Equations?

It takes the average reader 7 hours and 31 minutes to read Stochastic Integration and Differential Equations by Philip E. Protter

Assuming a reading speed of 250 words per minute. Learn more

Description

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". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern treatment of compensators. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery’s examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H^1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL http://www.orie.cornell.edu/~protter/books.html.

How long is Stochastic Integration and Differential Equations?

Stochastic Integration and Differential Equations by Philip E. Protter is 444 pages long, and a total of 112,776 words.

This makes it 150% the length of the average book. It also has 138% more words than the average book.

How Long Does it Take to Read Stochastic Integration and Differential Equations Aloud?

The average oral reading speed is 183 words per minute. This means it takes 10 hours and 16 minutes to read Stochastic Integration and Differential Equations aloud.

What Reading Level is Stochastic Integration and Differential Equations?

Stochastic Integration and Differential Equations is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Stochastic Integration and Differential Equations?

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