9783032204813 - a course of stochastic analysis di melnikov, alexander (18 risultati)
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Hardcover. Condizione: new. Hardcover. This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculusand on to applications in finance, statistics, and risk. With clarity and breadth, it develops martingale and semimartingale theory along…side stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.Whats new in the 2nd EditionOptional Stochastic Analysis on non-usual filtrations: the first textbook presentation of optional processes on stochastic bases beyond the standard right-continuous, complete setting, with an accompanying optional stochastic calculus.Optional SDEs and stochastic exponentials/logarithms: existence-uniqueness theory and product/inverse rules, with financial modeling worked out in this optional-semimartingale framework.New applications: Stochastic Regression Analysis and Risk Theory, showing how optional tools yield estimation results and ruin-probability bounds in general settings.Expanded exercises with solutions: a substantially enlarged Supplement (Ch. 15) featuring problems that reinforce both core theory and applications.Designed for senior undergraduates, graduate students, and instructors, the book also serves researchers and practitioners who need a concise, example-driven route from measure-theoretic probability to the techniques used in finance, statistics, and risk modeling. Abundant worked examples and a comprehensive set of problemswith hints and solutionsmake it ideal for self study or course adoption. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Hardback. Condizione: New. Second Edition 2026. This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculus-and on to applications in finance, statistics, and risk. With clarity and breadth, it develops martingale and semimartingale th…eory alongside stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.What's new in the 2nd EditionOptional Stochastic Analysis on non-"usual" filtrations: the first textbook presentation of optional processes on stochastic bases beyond the standard right-continuous, complete setting, with an accompanying optional stochastic calculus.Optional SDEs and stochastic exponentials/logarithms: existence-uniqueness theory and product/inverse rules, with financial modeling worked out in this optional-semimartingale framework.New applications: Stochastic Regression Analysis and Risk Theory, showing how optional tools yield estimation results and ruin-probability bounds in general settings.Expanded exercises with solutions: a substantially enlarged Supplement (Ch. 15) featuring problems that reinforce both core theory and applications.Designed for senior undergraduates, graduate students, and instructors, the book also serves researchers and practitioners who need a concise, example-driven route from measure-theoretic probability to the techniques used in finance, statistics, and risk modeling. Abundant worked examples and a comprehensive set of problems-with hints and solutions-make it ideal for self study or course adoption.
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Hardback. Condizione: New. Second Edition 2026. This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculus-and on to applications in finance, statistics, and risk. With clarity and breadth, it develops martingale and semimartingale th…eory alongside stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.What's new in the 2nd EditionOptional Stochastic Analysis on non-"usual" filtrations: the first textbook presentation of optional processes on stochastic bases beyond the standard right-continuous, complete setting, with an accompanying optional stochastic calculus.Optional SDEs and stochastic exponentials/logarithms: existence-uniqueness theory and product/inverse rules, with financial modeling worked out in this optional-semimartingale framework.New applications: Stochastic Regression Analysis and Risk Theory, showing how optional tools yield estimation results and ruin-probability bounds in general settings.Expanded exercises with solutions: a substantially enlarged Supplement (Ch. 15) featuring problems that reinforce both core theory and applications.Designed for senior undergraduates, graduate students, and instructors, the book also serves researchers and practitioners who need a concise, example-driven route from measure-theoretic probability to the techniques used in finance, statistics, and risk modeling. Abundant worked examples and a comprehensive set of problems-with hints and solutions-make it ideal for self study or course adoption.
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Hardcover. Condizione: Brand New. second edition 2026 edition. 306 pages. 6.10x9.25x0.75 inches. In Stock.
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Hardcover. Condizione: new. Hardcover. This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculusand on to applications in finance, statistics, and risk. With clarity and breadth, it develops martingale and semimartingale theory along…side stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.Whats new in the 2nd EditionOptional Stochastic Analysis on non-usual filtrations: the first textbook presentation of optional processes on stochastic bases beyond the standard right-continuous, complete setting, with an accompanying optional stochastic calculus.Optional SDEs and stochastic exponentials/logarithms: existence-uniqueness theory and product/inverse rules, with financial modeling worked out in this optional-semimartingale framework.New applications: Stochastic Regression Analysis and Risk Theory, showing how optional tools yield estimation results and ruin-probability bounds in general settings.Expanded exercises with solutions: a substantially enlarged Supplement (Ch. 15) featuring problems that reinforce both core theory and applications.Designed for senior undergraduates, graduate students, and instructors, the book also serves researchers and practitioners who need a concise, example-driven route from measure-theoretic probability to the techniques used in finance, statistics, and risk modeling. Abundant worked examples and a comprehensive set of problemswith hints and solutionsmake it ideal for self study or course adoption. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Hardcover. Condizione: new. Hardcover. This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculusand on to applications in finance, statistics, and risk. With clarity and breadth, it develops martingale and semimartingale theory along…side stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.Whats new in the 2nd EditionOptional Stochastic Analysis on non-usual filtrations: the first textbook presentation of optional processes on stochastic bases beyond the standard right-continuous, complete setting, with an accompanying optional stochastic calculus.Optional SDEs and stochastic exponentials/logarithms: existence-uniqueness theory and product/inverse rules, with financial modeling worked out in this optional-semimartingale framework.New applications: Stochastic Regression Analysis and Risk Theory, showing how optional tools yield estimation results and ruin-probability bounds in general settings.Expanded exercises with solutions: a substantially enlarged Supplement (Ch. 15) featuring problems that reinforce both core theory and applications.Designed for senior undergraduates, graduate students, and instructors, the book also serves researchers and practitioners who need a concise, example-driven route from measure-theoretic probability to the techniques used in finance, statistics, and risk modeling. Abundant worked examples and a comprehensive set of problemswith hints and solutionsmake it ideal for self study or course adoption. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Hardback. Condizione: New. Second Edition 2026. This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculus-and on to applications in finance, statistics, and risk. With clarity and breadth, it develops martingale and semimartingale th…eory alongside stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.What's new in the 2nd EditionOptional Stochastic Analysis on non-"usual" filtrations: the first textbook presentation of optional processes on stochastic bases beyond the standard right-continuous, complete setting, with an accompanying optional stochastic calculus.Optional SDEs and stochastic exponentials/logarithms: existence-uniqueness theory and product/inverse rules, with financial modeling worked out in this optional-semimartingale framework.New applications: Stochastic Regression Analysis and Risk Theory, showing how optional tools yield estimation results and ruin-probability bounds in general settings.Expanded exercises with solutions: a substantially enlarged Supplement (Ch. 15) featuring problems that reinforce both core theory and applications.Designed for senior undergraduates, graduate students, and instructors, the book also serves researchers and practitioners who need a concise, example-driven route from measure-theoretic probability to the techniques used in finance, statistics, and risk modeling. Abundant worked examples and a comprehensive set of problems-with hints and solutions-make it ideal for self study or course adoption.
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Hardback. Condizione: New. Second Edition 2026. This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculus-and on to applications in finance, statistics, and risk. With clarity and breadth, it develops martingale and semimartingale th…eory alongside stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.What's new in the 2nd EditionOptional Stochastic Analysis on non-"usual" filtrations: the first textbook presentation of optional processes on stochastic bases beyond the standard right-continuous, complete setting, with an accompanying optional stochastic calculus.Optional SDEs and stochastic exponentials/logarithms: existence-uniqueness theory and product/inverse rules, with financial modeling worked out in this optional-semimartingale framework.New applications: Stochastic Regression Analysis and Risk Theory, showing how optional tools yield estimation results and ruin-probability bounds in general settings.Expanded exercises with solutions: a substantially enlarged Supplement (Ch. 15) featuring problems that reinforce both core theory and applications.Designed for senior undergraduates, graduate students, and instructors, the book also serves researchers and practitioners who need a concise, example-driven route from measure-theoretic probability to the techniques used in finance, statistics, and risk modeling. Abundant worked examples and a comprehensive set of problems-with hints and solutions-make it ideal for self study or course adoption.
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculus and on to applications in finance, statistics, and risk. With clarity and breadth,…it develops martingale and semimartingale theory alongside stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.What s new in the 2nd EditionOptional Stochastic Analysis on non- usual filtrations: the first textbook presentation of optional processes on stochastic bases beyond the standard right-continuous, complete setting, with an accompanying optional stochastic calculus.Optional SDEs and stochastic exponentials/logarithms: existence-uniqueness theory and product/inverse rules, with financial modeling worked out in this optional-semimartingale framework.New applications: Stochastic Regression Analysis and Risk Theory, showing how optional tools yield estimation results and ruin-probability bounds in general settings.Expanded exercises with solutions: a substantially enlarged Supplement (Ch. 15) featuring problems that reinforce both core theory and applications.Designed for senior undergraduates, graduate students, and instructors, the book also serves researchers and practitioners who need a concise, example-driven route from measure-theoretic probability to the techniques used in finance, statistics, and risk modeling. Abundant worked examples and a comprehensive set of problems with hints and solutions make it ideal for self study or course adoption. 292 pp. Englisch.
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculusand on to applications in finance, statistics, and risk. With clarity and breadth, it de…velops martingale and semimartingale theory alongside stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.What's new in the 2nd Edition- Optional Stochastic Analysis on non-"usual" filtrations: the first textbook presentation of optional processes on stochastic bases beyond the standard right-continuous, complete setting, with an accompanying optional stochastic calculus.- Optional SDEs and stochastic exponentials/logarithms: existence-uniqueness theory and product/inverse rules, with financial modeling worked out in this optional-semimartingale framework.- New applications: Stochastic Regression Analysis and Risk Theory, showing how optional tools yield estimation results and ruin-probability bounds in general settings.- Expanded exercises with solutions: a substantially enlarged Supplement (Ch. 15) featuring problems that reinforce both core theory and applications.Designed for senior undergraduates, graduate students, and instructors, the book also serves researchers and practitioners who need a concise, example-driven route from measure-theoretic probability to the techniques used in finance, statistics, and risk modeling. Abundant worked examples and a comprehensive set of problemswith hints and solutionsmake it ideal for self study or course adoption.Springer Nature Customer Service Center GmbH, Europaplatz 3,69115 Heidelberg, Germany, Heidelberg 308 pp. Englisch.
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Buch. Condizione: Neu. A Course of Stochastic Analysis | Alexander Melnikov | Buch | CMS/CAIMS Books in Mathematics | xiv | Englisch | 2026 | Springer | EAN 9783032204813 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Pri…nt on Demand.
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Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculus and on to applications in finance, statistics, and risk. With clarity and breadth, it de…velops martingale and semimartingale theory alongside stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.What s new in the 2nd EditionOptional Stochastic Analysis on non- usual filtrations: the first textbook presentation of optional processes on stochastic bases beyond the standard right-continuous, complete setting, with an accompanying optional stochastic calculus.Optional SDEs and stochastic exponentials/logarithms: existence-uniqueness theory and product/inverse rules, with financial modeling worked out in this optional-semimartingale framework.New applications: Stochastic Regression Analysis and Risk Theory, showing how optional tools yield estimation results and ruin-probability bounds in general settings.Expanded exercises with solutions: a substantially enlarged Supplement (Ch. 15) featuring problems that reinforce both core theory and applications.Designed for senior undergraduates, graduate students, and instructors, the book also serves researchers and practitioners who need a concise, example-driven route from measure-theoretic probability to the techniques used in finance, statistics, and risk modeling. Abundant worked examples and a comprehensive set of problems with hints and solutions make it ideal for self study or course adoption.
