Brownian Motion Stochastic Calculus., Graduate Texts in Mathematics - Vol. 113
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Lieferung aus: Deutschland, Versandart: STD, Versand nach: DE.
Von Händler/Antiquariat, Arnshaugk Verlag, [4044450].
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises. 2. Aufl. XXIII, 470 S. verlagsneu.

Von Händler/Antiquariat, sparbuchladen [52968077], Göttingen, NDS, Germany.
Neuware - Designed as a text for graduate courses in stochastic processes. Written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and this in turn permits a presentation of recent advances in financial economics (options pricing and consumption/investment optimization). The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The t ext is complemented by a large number of problems and exercises. 470 pp. Englisch.

Lieferung aus: Deutschland, Versandfertig in 1 - 2 Werktagen.
Von Händler/Antiquariat, Gebrauchtbuchhandel Derckum.
Gebundene Ausgabe, Label: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Produktgruppe: Book, Publiziert: 1988-12-31, Studio: Springer-Verlag Berlin and Heidelberg GmbH & Co. K.

Lieferung aus: Deutschland, zzgl. Versandkosten.
Von Händler/Antiquariat, Carl Hübscher GmbH, [4514147].
Neuware - A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises. Taschenbuch, Neuware, 235x155x32 mm, 733g.

Von Händler/Antiquariat, Petra Gros [1048006], Koblenz, ., Germany.
470 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). Der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut; ENGLISCH! The book offered here comes from a partially resolved scientific library and transmits the appropriate markings (spine label, institute stamp .). The book condition is otherwise properly and according to age well; ENGLISH! Sprache: en Gewicht in Gramm: 800.

Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, Giuseppe F.
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises. Paperback, Ausgabe: 2nd, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 1991-08-25, Studio: Springer, Verkaufsrang: 436302.

Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, affordable2015.
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises. Paperback, Ausgabe: 2nd, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 1991-08-25, Studio: Springer, Verkaufsrang: 620779.

Petra Gros, [3076014].
470 Seiten Gebundene AusgabeDas hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel...). Der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut ENGLISCH! The book offered here comes from a partially resolved scientific library and transmits the appropriate markings (spine label, institute stamp ...). The book condition is otherwise properly and according to age well ENGLISH!

Von Händler/Antiquariat, Versand-Antiquariat Konrad von Agris [57319799], Aachen, Germany.
XXIII, 470 S. : 10 graph. Darst. ; 25 cm Ausgetragenes Bibliothek***emplar, mit einzelnen Gebrauchsspuren 3540965351 Schneller Versand, mit Rechnung. Sprache: en Gewicht in Gramm: 833.

Gebrauchtbuchhandel Derckum, [4553796].
Transportspuren,Ecken angestoßen, innen sehr gut,keine Eintragungen, Hardcover.