Articles liés à Introduction to Stochastic Integration
Synopsis
This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section §9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, Uhlenbeck and Bessel, but also a novelty named after Black and Scholes. The Feynman-Kac-Schrooinger development (§6.4) and the material on re- flected Brownian motions (§8.5) have been updated. Needless to say, there are scattered over the text minor improvements and corrections to the first edition. A Russian translation of the latter, without changes, appeared in 1987. Stochastic integration has grown in both theoretical and applicable importance in the last decade, to the extent that this new tool is now sometimes employed without heed to its rigorous requirements. This is no more surprising than the way mathematical analysis was used historically. We hope this modest introduction to the theory and application of this new field may serve as a text at the beginning graduate level, much as certain standard texts in analysis do for the deterministic counterpart. No monograph is worthy of the name of a true textbook without exercises. We have compiled a collection of these, culled from our experiences in teaching such a course at Stanford University and the University of California at San Diego, respectively. We should like to hear from readers who can supply VI PREFACE more and better exercises.
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- ÉditeurBirkhäuser
- Date d'édition2011
- ISBN 10 1461288371
- ISBN 13 9781461288374
- ReliureBroché
- Langueanglais
- Numéro d'édition2
- Nombre de pages296
- Coordonnées du fabricantnon disponible
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Introduction to Stochastic Integration
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Springer New York, 2011
ISBN 10 : 1461288371
ISBN 13 : 9781461288374
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Affordable, softcover reprint of a classic textbookAuthors exposition consistently chooses clarity over brevityIncludes an expanded collection of exercises from the first editionThis is a substantial expansion of the first edit. N° de réf. du vendeur 4191391
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Introduction to Stochastic Integration
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Springer New York Sep 2011, 2011
ISBN 10 : 1461288371
ISBN 13 : 9781461288374
Neuf
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section 9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, Uhlenbeck and Bessel, but also a novelty named after Black and Scholes. The Feynman-Kac-Schrooinger development (6.4) and the material on re flected Brownian motions (8.5) have been updated. Needless to say, there are scattered over the text minor improvements and corrections to the first edition. A Russian translation of the latter, without changes, appeared in 1987. Stochastic integration has grown in both theoretical and applicable importance in the last decade, to the extent that this new tool is now sometimes employed without heed to its rigorous requirements. This is no more surprising than the way mathematical analysis was used historically. We hope this modest introduction to the theory and application of this new field may serve as a text at the beginning graduate level, much as certain standard texts in analysis do for the deterministic counterpart. No monograph is worthy of the name of a true textbook without exercises. We have compiled a collection of these, culled from our experiences in teaching such a course at Stanford University and the University of California at San Diego, respectively. We should like to hear from readers who can supply VI PREFACE more and better exercises. 296 pp. Englisch. N° de réf. du vendeur 9781461288374
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Introduction to Stochastic Integration
Edité par
Springer New York, Springer New York Sep 2011, 2011
ISBN 10 : 1461288371
ISBN 13 : 9781461288374
Neuf
Taschenbuch
Edition originale
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. Neuware -This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section 9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, Uhlenbeck and Bessel, but also a novelty named after Black and Scholes. The Feynman-Kac-Schrooinger development ( 6.4) and the material on re flected Brownian motions ( 8.5) have been updated. Needless to say, there are scattered over the text minor improvements and corrections to the first edition. A Russian translation of the latter, without changes, appeared in 1987. Stochastic integration has grown in both theoretical and applicable importance in the last decade, to the extent that this new tool is now sometimes employed without heed to its rigorous requirements. This is no more surprising than the way mathematical analysis was used historically. We hope this modest introduction to the theory and application of this new field may serve as a text at the beginning graduate level, much as certain standard texts in analysis do for the deterministic counterpart. No monograph is worthy of the name of a true textbook without exercises. We have compiled a collection of these, culled from our experiences in teaching such a course at Stanford University and the University of California at San Diego, respectively. We should like to hear from readers who can supply VI PREFACE more and better exercises.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 296 pp. Englisch. N° de réf. du vendeur 9781461288374
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Introduction to Stochastic Integration
Edité par
Springer New York, Springer New York, 2011
ISBN 10 : 1461288371
ISBN 13 : 9781461288374
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section 9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, Uhlenbeck and Bessel, but also a novelty named after Black and Scholes. The Feynman-Kac-Schrooinger development (6.4) and the material on re flected Brownian motions (8.5) have been updated. Needless to say, there are scattered over the text minor improvements and corrections to the first edition. A Russian translation of the latter, without changes, appeared in 1987. Stochastic integration has grown in both theoretical and applicable importance in the last decade, to the extent that this new tool is now sometimes employed without heed to its rigorous requirements. This is no more surprising than the way mathematical analysis was used historically. We hope this modest introduction to the theory and application of this new field may serve as a text at the beginning graduate level, much as certain standard texts in analysis do for the deterministic counterpart. No monograph is worthy of the name of a true textbook without exercises. We have compiled a collection of these, culled from our experiences in teaching such a course at Stanford University and the University of California at San Diego, respectively. We should like to hear from readers who can supply VI PREFACE more and better exercises. N° de réf. du vendeur 9781461288374
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Introduction to Stochastic Integration
Edité par
Springer-Verlag New York Inc., 2011
ISBN 10 : 1461288371
ISBN 13 : 9781461288374
Neuf
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Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 452. N° de réf. du vendeur C9781461288374
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