Vendeur : World of Books (was SecondSale), Montgomery, IL, Etats-Unis
EUR 47,14
Quantité disponible : 1 disponible(s)
Ajouter au panierEtat : Good. Item in good condition and has highlighting/writing on text. Used texts may not contain supplemental items such as CDs, info-trac etc.
EUR 47,16
Quantité disponible : 1 disponible(s)
Ajouter au panierPaperback. Etat : Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.
Edité par Berlin ; New York: Springer (Universitext), 2006
ISBN 10 : 0387287205 ISBN 13 : 9780387287201
Langue: anglais
Vendeur : Antiquariat Smock, Freiburg, Allemagne
Edition originale
EUR 50
Quantité disponible : 1 disponible(s)
Ajouter au panierEtat : 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.].
EUR 67,85
Quantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New.
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
EUR 66,66
Quantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New.
EUR 34,99
Quantité disponible : 1 disponible(s)
Ajouter au panierPaperback. Etat : As new. Titel: Introduction to Stochastic Integration. Jaar van uitgave: 2006. Taal: Engels. Lichte gebruik-/opslagsporen.
EUR 73,93
Quantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : As New. Unread book in perfect condition.
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
EUR 69,54
Quantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New. In English.
EUR 68,39
Quantité disponible : 10 disponible(s)
Ajouter au panierPF. Etat : New.
EUR 69,52
Quantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New.
EUR 95,13
Quantité disponible : 4 disponible(s)
Ajouter au panierEtat : New. pp. 296.
Vendeur : Revaluation Books, Exeter, Royaume-Uni
EUR 98,81
Quantité disponible : 2 disponible(s)
Ajouter au panierPaperback. Etat : Brand New. 1st edition. 278 pages. 9.00x6.00x0.50 inches. In Stock.
Vendeur : BennettBooksLtd, San Diego, NV, Etats-Unis
EUR 125,17
Quantité disponible : 1 disponible(s)
Ajouter au panierpaperback. Etat : New. In shrink wrap. Looks like an interesting title!
Edité par Springer New York, Springer New York Nov 2005, 2005
ISBN 10 : 0387287205 ISBN 13 : 9780387287201
Langue: anglais
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
EUR 69,54
Quantité disponible : 2 disponible(s)
Ajouter au panierTaschenbuch. 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.
Edité par Springer New York, Springer New York, 2005
ISBN 10 : 0387287205 ISBN 13 : 9780387287201
Langue: anglais
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
EUR 74,46
Quantité disponible : 1 disponible(s)
Ajouter au panierTaschenbuch. 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.
EUR 127
Quantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : As New. Unread book in perfect condition.
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
EUR 117,61
Quantité disponible : 1 disponible(s)
Ajouter au panierPaperback. Etat : Like New. Like New. book.
Edité par Springer New York Nov 2005, 2005
ISBN 10 : 0387287205 ISBN 13 : 9780387287201
Langue: anglais
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
EUR 69,54
Quantité disponible : 2 disponible(s)
Ajouter au panierTaschenbuch. 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.
Edité par Springer-Verlag New York Inc., 2005
ISBN 10 : 0387287205 ISBN 13 : 9780387287201
Langue: anglais
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
EUR 83,09
Quantité disponible : Plus de 20 disponibles
Ajouter au panierPaperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 446.
Vendeur : Majestic Books, Hounslow, Royaume-Uni
EUR 99,92
Quantité disponible : 4 disponible(s)
Ajouter au panierEtat : New. Print on Demand pp. 296 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Vendeur : moluna, Greven, Allemagne
EUR 60,06
Quantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : 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.
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
EUR 100,85
Quantité disponible : 4 disponible(s)
Ajouter au panierEtat : New. PRINT ON DEMAND pp. 296.