Articles liés à Introduction to Stochastic Integration (Universitext)
Synopsis
Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a ‘friendly’ introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY
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Présentation de l'éditeur
Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a ‘friendly’ introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY
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Introduction to Stochastic Integration
Edité par
Springer, 2006
ISBN 10 : 0387287205
ISBN 13 : 9780387287201
Ancien ou d'occasion
Paperback
Vendeur : p015, Rotterdam, Pays-Bas
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Paperback. Etat : As new. Titel: Introduction to Stochastic Integration. Jaar van uitgave: 2006. Taal: Engels. Lichte gebruik-/opslagsporen. N° de réf. du vendeur 88963
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Introduction to Stochastic Integration.
Edité par
Berlin ; New York: Springer (Universitext), 2006
ISBN 10 : 0387287205
ISBN 13 : 9780387287201
Ancien ou d'occasion
Couverture souple
Edition originale
Vendeur : Antiquariat Smock, Freiburg, Allemagne
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Etat : Sehr gut. Formateinband: Broschierte Ausgabe XIII, 278 S. (23,5 cm) 1st Edition; Sehr guter Zustand. Sprache: Englisch Gewicht in Gramm: 600 [Stichwörter: Stochastik, Stochastische Integration, Brownian Motion, Stochastic Integrals for Martingales, The Ito-Formula, Multiple Wiener-Ito Integrals, Stochastic Differential Equations etc.]. N° de réf. du vendeur 62021
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Introduction to Stochastic Integration
Edité par
Springer New York, 2005
ISBN 10 : 0387287205
ISBN 13 : 9780387287201
Neuf
Couverture rigide
Vendeur : moluna, Greven, Allemagne
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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a concise introduction to the theory of stochastic integration, also called the Ito calculusCloses the gap between more technically advanced books like Karatzas and Shreve (Springer) and less rigourous but more intuitive approaches such a. N° de réf. du vendeur 5909741
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Introduction to Stochastic Integration (Universitext)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In English. N° de réf. du vendeur ria9780387287201_new
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Introduction to Stochastic Integration
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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PF. Etat : New. N° de réf. du vendeur 6666-IUK-9780387287201
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Introduction to Stochastic Integration
Edité par
Springer New York Nov 2005, 2005
ISBN 10 : 0387287205
ISBN 13 : 9780387287201
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus.From the reviews:'Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a 'friendly' introduction because of the clear presentation and flow of the contents.' --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY 296 pp. Englisch. N° de réf. du vendeur 9780387287201
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Introduction to Stochastic Integration (Universitext)
Vendeur : California Books, Miami, FL, Etats-Unis
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Etat : New. N° de réf. du vendeur I-9780387287201
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Introduction to Stochastic Integration
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. N° de réf. du vendeur 4082370-n
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Introduction to Stochastic Integration
Edité par
Springer New York, Springer New York Nov 2005, 2005
ISBN 10 : 0387287205
ISBN 13 : 9780387287201
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. Neuware -In the Leibniz¿Newton calculus, one learns the di erentiation and integration of deterministic functions. A basic theorem in di erentiation is the chain rule, which gives the derivative of a composite of two di erentiable functions. The chain rule, when written in an inde nite integral form, yields the method of substitution. In advanced calculus, the Riemann¿Stieltjes integral is de ned through the same procedure of ¿partition-evaluation-summation-limit¿ as in the Riemann integral. In dealing with random functions such as functions of a Brownian motion, the chain rule for the Leibniz¿Newton calculus breaks down. A Brownian motionmovessorapidlyandirregularlythatalmostallofitssamplepathsare nowhere di erentiable. Thus we cannot di erentiate functions of a Brownian motion in the same way as in the Leibniz¿Newton calculus. In 1944 Kiyosi It¿ o published the celebrated paper ¿Stochastic Integral¿ in the Proceedings of the Imperial Academy (Tokyo). It was the beginning of the It¿ o calculus, the counterpart of the Leibniz¿Newton calculus for random functions. In this six-page paper, It¿ o introduced the stochastic integral and a formula, known since then as It¿ ös formula. The It¿ o formula is the chain rule for the It¿ocalculus.Butitcannotbe expressed as in the Leibniz¿Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di erentiable. The It¿ o formula can be interpreted only in the integral form. Moreover, there is an additional term in the formula, called the It¿ o correction term, resulting from the nonzero quadratic variation of a Brownian motion.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 296 pp. Englisch. N° de réf. du vendeur 9780387287201
Quantité disponible : 2 disponible(s)
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Introduction to Stochastic Integration
Edité par
Springer New York, Springer New York, 2005
ISBN 10 : 0387287205
ISBN 13 : 9780387287201
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - In the Leibniz-Newton calculus, one learns the di erentiation and integration of deterministic functions. A basic theorem in di erentiation is the chain rule, which gives the derivative of a composite of two di erentiable functions. The chain rule, when written in an inde nite integral form, yields the method of substitution. In advanced calculus, the Riemann-Stieltjes integral is de ned through the same procedure of 'partition-evaluation-summation-limit' as in the Riemann integral. In dealing with random functions such as functions of a Brownian motion, the chain rule for the Leibniz-Newton calculus breaks down. A Brownian motionmovessorapidlyandirregularlythatalmostallofitssamplepathsare nowhere di erentiable. Thus we cannot di erentiate functions of a Brownian motion in the same way as in the Leibniz-Newton calculus. In 1944 Kiyosi It o published the celebrated paper 'Stochastic Integral' in the Proceedings of the Imperial Academy (Tokyo). It was the beginning of the It o calculus, the counterpart of the Leibniz-Newton calculus for random functions. In this six-page paper, It o introduced the stochastic integral and a formula, known since then as It o's formula. The It o formula is the chain rule for the It ocalculus.Butitcannotbe expressed as in the Leibniz-Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di erentiable. The It o formula can be interpreted only in the integral form. Moreover, there is an additional term in the formula, called the It o correction term, resulting from the nonzero quadratic variation of a Brownian motion. N° de réf. du vendeur 9780387287201
Quantité disponible : 1 disponible(s)