Isbn: 9789811083174 - introduction to stochastic calculus (26 risultati)

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Hardback. Condizione: New. 2018 ed. Defines quadratic variation of a square integrable martingaleDemonstrates pathwise formulae for the stochastic integralUses the technique of random time change to study the solution of a stochastic differential equationStudies the predictable increasing process to introduce predictable stopping times and prove the Doob Meyer decomposition theoremIs useful for a two-semester graduate level course on measure theory and probability.…

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Hardcover. Condizione: Brand New. 456 pages. 9.25x6.10x1.18 inches. In Stock.

Hardback. Condizione: New. 2018 ed. Defines quadratic variation of a square integrable martingaleDemonstrates pathwise formulae for the stochastic integralUses the technique of random time change to study the solution of a stochastic differential equationStudies the predictable increasing process to introduce predictable stopping times and prove the Doob Meyer decomposition theoremIs useful for a two-semester graduate level course on measure theory and probability.…

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier-Pellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic.…

Condizione: New. Discusses quadratic variation of a square integrable martingale, pathwise formulae for the stochastic integral, Emery topology, and sigma-martingalesUses the technique of random time change to study the solution of a stochasti.

Hardback. Condizione: New. 2018 ed. Defines quadratic variation of a square integrable martingaleDemonstrates pathwise formulae for the stochastic integralUses the technique of random time change to study the solution of a stochastic differential equationStudies the predictable increasing process to introduce predictable stopping times and prove the Doob Meyer decomposition theoremIs useful for a two-semester graduate level course on measure theory and probability.…

Hardcover. Condizione: new. Hardcover. This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using MetivierPellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic. This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Hardback. Condizione: New. 2018 ed. Defines quadratic variation of a square integrable martingaleDemonstrates pathwise formulae for the stochastic integralUses the technique of random time change to study the solution of a stochastic differential equationStudies the predictable increasing process to introduce predictable stopping times and prove the Doob Meyer decomposition theoremIs useful for a two-semester graduate level course on measure theory and probability.…

Hardcover. Condizione: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Hardcover. Condizione: new. Hardcover. This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using MetivierPellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic. This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Condizione: new. Questo è un articolo print on demand.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier-Pellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic. 456 pp. Englisch.…

Buch. Condizione: Neu. Introduction to Stochastic Calculus | Rajeeva L. Karandikar (u. a.) | Buch | Indian Statistical Institute Series | xiii | Englisch | 2018 | Springer | EAN 9789811083174 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. …

Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Defines quadratic variation of a square integrable martingaleSpringer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 456 pp. Englisch.