Brownian Motion, Martingales, and Stochastic Calculus
6 Angebote vergleichen
| Preise | 2016 | 2017 | 2019 | 2023 |
|---|---|---|---|---|
| Schnitt | € 73,52 | € 41,49 | € 54,06 | € 49,45 |
| Nachfrage |
1
Brownian Motion, Martingales, and Stochastic Calculus
DE NWISBN: 9783319310886 bzw. 3319310887, in Deutsch, neu.
Lieferung aus: Deutschland, zzgl. Versandkosten.
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.
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.
2
Brownian Motion, Martingales, and Stochastic Calculus
DE HC NWISBN: 9783319310886 bzw. 3319310887, in Deutsch, Springer International Publishing AG, gebundenes Buch, neu.
Lieferung aus: Niederlande, 4-8 werkdagen.
Azna.
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 Ito'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 betwe... 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 Ito'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 Ito, 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. Productinformatie:Taal: Engels;Afmetingen: 235x155 mm;Gewicht: 592,00 gram;Druk: 1;ISBN10: 3319310887;ISBN13: 9783319310886;Product breedte: 159 mm;Product hoogte: 25 mm;Product lengte: 244 mm; Engels | Hardcover.
Azna.
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 Ito'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 betwe... 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 Ito'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 Ito, 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. Productinformatie:Taal: Engels;Afmetingen: 235x155 mm;Gewicht: 592,00 gram;Druk: 1;ISBN10: 3319310887;ISBN13: 9783319310886;Product breedte: 159 mm;Product hoogte: 25 mm;Product lengte: 244 mm; Engels | Hardcover.
3
Symbolbild
Brownian Motion, Martingales, and Stochastic Calculus (2016)
DE HC NWISBN: 9783319310886 bzw. 3319310887, in Deutsch, Springer, gebundenes Buch, neu.
Von Händler/Antiquariat, Herb Tandree Philosophy Books [17426], Stroud, GLOS, United Kingdom.
9783319310886 Hardback, This listing is a new book, a title currently in-print which we order directly and immediately from the publisher.
9783319310886 Hardback, This listing is a new book, a title currently in-print which we order directly and immediately from the publisher.
4
Brownian Motion, Martingales, and Stochastic Calculus
~EN HC NWISBN: 9783319310886 bzw. 3319310887, vermutlich in Englisch, gebundenes Buch, neu.
Lieferung aus: Deutschland, 5 Werktage.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
5
Brownian Motion, Martingales, And Stochastic Calculus (2016)
DE NWISBN: 3319310887 bzw. 9783319310886, in Deutsch, neu.
Lieferung aus: Frankreich, más gastos de envío.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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