Articles liés à Brownian Motion, Martingales, and Stochastic Calculus
Synopsis
Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations
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À propos de l?auteur
Jean-François Le Gall is a well-known specialist of probability theory and stochastic processes. His main research achievements are concerned with Brownian motion, superprocesses and their connections with partial differential equations, and more recently random trees and random graphs. He has been awarded several international prizes in mathematics, including the Loeve Prize and the Fermat Prize, and gave a plenary lecture at the 2014 International Congress of Mathematicians. He is currently a professor of mathematics at Université Paris-Sud and a member of the French Academy of Sciences.
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Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics, 274)
Edité par
Springer, 2016
ISBN 10 : 3319310887
ISBN 13 : 9783319310886
Ancien ou d'occasion
Couverture rigide
Vendeur : Textbooks_Source, Columbia, MO, Etats-Unis
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hardcover. Etat : Good. 1st ed. 2016. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. Ships same or next business day. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). N° de réf. du vendeur 002072754U
Quantité disponible : 1 disponible(s)
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Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics, 274)
Vendeur : Textbooks_Source, Columbia, MO, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
hardcover. Etat : New. 1st ed. 2016. Ships in a BOX from Central Missouri! UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). N° de réf. du vendeur 002072754N
Quantité disponible : 1 disponible(s)
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Brownian Motion, Martingales, and Stochastic Calculus
Edité par
Springer, 2016
ISBN 10 : 3319310887
ISBN 13 : 9783319310886
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. N° de réf. du vendeur 25932438-5
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Brownian Motion, Martingales, and Stochastic Calculus
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
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HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur GB-9783319310886
Quantité disponible : 2 disponible(s)
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Brownian Motion, Martingales, and Stochastic Calculus
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
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HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur GB-9783319310886
Quantité disponible : 2 disponible(s)
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Brownian Motion, Martingales, and Stochastic Calculus
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. N° de réf. du vendeur 25932438-n
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Brownian Motion, Martingales, and Stochastic Calculus
Edité par
Springer International Publishing Mai 2016, 2016
ISBN 10 : 3319310887
ISBN 13 : 9783319310886
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô's formula, the optional stopping theorem and Girsanov's theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter.Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments.Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus. 288 pp. Englisch. N° de réf. du vendeur 9783319310886
Quantité disponible : 2 disponible(s)
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Brownian Motion, Martingales, and Stochastic Calculus (eng)
impression à la demandeVendeur : Brook Bookstore On Demand, Napoli, NA, Italie
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Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur 0ae7a0cfb21a93b78341c7899d762784
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Brownian Motion, Martingales, and Stochastic Calculus
Vendeur : Basi6 International, Irving, TX, Etats-Unis
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Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEOCT25-301775
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Brownian Motion, Martingales, and Stochastic Calculus
Vendeur : Romtrade Corp., STERLING HEIGHTS, MI, Etats-Unis
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Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. N° de réf. du vendeur ABNR-283311
Quantité disponible : 2 disponible(s)