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Aggiungi al carrelloPaperback. Condizione: As new. Titel: Introduction to Stochastic Integration. Jaar van uitgave: 2006. Taal: Engels. Lichte gebruik-/opslagsporen.
Editore: Berlin ; New York: Springer (Universitext), 2006
ISBN 10: 0387287205 ISBN 13: 9780387287201
Lingua: Inglese
Da: Antiquariat Smock, Freiburg, Germania
Prima edizione
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Aggiungi al carrelloCondizione: Sehr gut. Formateinband: Broschierte Ausgabe XIII, 278 S. (23,5 cm) 1st Edition; Sehr guter Zustand. Sprache: Englisch Gewicht in Gramm: 600 [Stichwörter: Stochastik, Stochastische Integration, Brownian Motion, Stochastic Integrals for Martingales, The Ito-Formula, Multiple Wiener-Ito Integrals, Stochastic Differential Equations etc.].
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Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 74,47
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Aggiungi al carrelloCondizione: New. In English.
EUR 68,80
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Editore: Springer New York, Springer New York Nov 2005, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Lingua: Inglese
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 69,54
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Neuware -In the Leibniz¿Newton calculus, one learns the di erentiation and integration of deterministic functions. A basic theorem in di erentiation is the chain rule, which gives the derivative of a composite of two di erentiable functions. The chain rule, when written in an inde nite integral form, yields the method of substitution. In advanced calculus, the Riemann¿Stieltjes integral is de ned through the same procedure of ¿partition-evaluation-summation-limit¿ as in the Riemann integral. In dealing with random functions such as functions of a Brownian motion, the chain rule for the Leibniz¿Newton calculus breaks down. A Brownian motionmovessorapidlyandirregularlythatalmostallofitssamplepathsare nowhere di erentiable. Thus we cannot di erentiate functions of a Brownian motion in the same way as in the Leibniz¿Newton calculus. In 1944 Kiyosi It¿ o published the celebrated paper ¿Stochastic Integral¿ in the Proceedings of the Imperial Academy (Tokyo). It was the beginning of the It¿ o calculus, the counterpart of the Leibniz¿Newton calculus for random functions. In this six-page paper, It¿ o introduced the stochastic integral and a formula, known since then as It¿ ös formula. The It¿ o formula is the chain rule for the It¿ocalculus.Butitcannotbe expressed as in the Leibniz¿Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di erentiable. The It¿ o formula can be interpreted only in the integral form. Moreover, there is an additional term in the formula, called the It¿ o correction term, resulting from the nonzero quadratic variation of a Brownian motion.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 296 pp. Englisch.
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Editore: Springer New York, Springer New York, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Lingua: Inglese
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 74,46
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In the Leibniz-Newton calculus, one learns the di erentiation and integration of deterministic functions. A basic theorem in di erentiation is the chain rule, which gives the derivative of a composite of two di erentiable functions. The chain rule, when written in an inde nite integral form, yields the method of substitution. In advanced calculus, the Riemann-Stieltjes integral is de ned through the same procedure of 'partition-evaluation-summation-limit' as in the Riemann integral. In dealing with random functions such as functions of a Brownian motion, the chain rule for the Leibniz-Newton calculus breaks down. A Brownian motionmovessorapidlyandirregularlythatalmostallofitssamplepathsare nowhere di erentiable. Thus we cannot di erentiate functions of a Brownian motion in the same way as in the Leibniz-Newton calculus. In 1944 Kiyosi It o published the celebrated paper 'Stochastic Integral' in the Proceedings of the Imperial Academy (Tokyo). It was the beginning of the It o calculus, the counterpart of the Leibniz-Newton calculus for random functions. In this six-page paper, It o introduced the stochastic integral and a formula, known since then as It o's formula. The It o formula is the chain rule for the It ocalculus.Butitcannotbe expressed as in the Leibniz-Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di erentiable. The It o formula can be interpreted only in the integral form. Moreover, there is an additional term in the formula, called the It o correction term, resulting from the nonzero quadratic variation of a Brownian motion.
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
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Aggiungi al carrelloCondizione: New. pp. 296.
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Aggiungi al carrelloPaperback. Condizione: Brand New. 1st edition. 278 pages. 9.00x6.00x0.50 inches. In Stock.
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Aggiungi al carrelloPaperback. Condizione: Like New. Like New. book.
Da: BennettBooksLtd, North Las Vegas, NV, U.S.A.
EUR 126,92
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Aggiungi al carrellopaperback. Condizione: New. In shrink wrap. Looks like an interesting title!
Da: moluna, Greven, Germania
EUR 60,06
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Aggiungi al carrelloGebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a concise introduction to the theory of stochastic integration, also called the Ito calculusCloses the gap between more technically advanced books like Karatzas and Shreve (Springer) and less rigourous but more intuitive approaches such a.
Editore: Springer New York Nov 2005, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Lingua: Inglese
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 69,54
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus.From the reviews:'Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a 'friendly' introduction because of the clear presentation and flow of the contents.' --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY 296 pp. Englisch.
Editore: Springer-Verlag New York Inc., 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Lingua: Inglese
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 84,85
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Aggiungi al carrelloPaperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 446.
Da: Majestic Books, Hounslow, Regno Unito
EUR 104,90
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Aggiungi al carrelloCondizione: New. Print on Demand pp. 296 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 108,85
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Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 296.