It calculus stochastic process (2 résultats)

Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Please note that the content of this book primarily consists of articlesavailable from Wikipedia or other free sources online. It¿ calculusnamed after Kiyoshi It¿, extends the methods of calculus to stochasticprocesses such as Brownian motion (Wiener process). It has importantapplications in mathematical finance and stochastic differentialequations. The central concept is the It¿ stochastic integral. This is ageneralization of the ordinary concept of a Riemann-Stieltjes integral.The generalization is in two respects. Firstly, we are now dealing withrandom variables (more precisely, stochastic processes). Secondly, weare integrating with respect to a non-differentiable function(technically, stochastic process).…

Taschenbuch. Etat : Neu. It¿ Calculus | Stochastic process, Brownian motion, Riemann sum, Mathematical finance, Stochastic differential equation | Frederic P. Miller (u. a.) | Taschenbuch | Englisch | 2026 | OmniScriptum | EAN 9786132781512 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand. …