Store besparelser
Hurtig levering
Gemte
Log ind
0
Kurv
Kurv

Stochastic Analysis

- Ito and Malliavin Calculus in Tandem
Af: Setsuo Taniguchi, Hiroyuki Matsumoto Engelsk Hardback

Stochastic Analysis

- Ito and Malliavin Calculus in Tandem
Af: Setsuo Taniguchi, Hiroyuki Matsumoto Engelsk Hardback
Tjek vores konkurrenters priser
Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume.
Tjek vores konkurrenters priser
Normalpris
kr 602
Fragt: 39 kr
6 - 8 hverdage
20 kr
Pakkegebyr
God 4 anmeldelser på
Tjek vores konkurrenters priser
Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume.
Produktdetaljer
Sprog: Engelsk
Sider: 357
ISBN-13: 9781107140516
Indbinding: Hardback
Udgave:
ISBN-10: 110714051X
Kategori: Stokastik
Udg. Dato: 7 nov 2016
Længde: 26mm
Bredde: 235mm
Højde: 161mm
Forlag: Cambridge University Press
Oplagsdato: 7 nov 2016
Forfatter(e) Setsuo Taniguchi, Hiroyuki Matsumoto


Kategori Stokastik


ISBN-13 9781107140516


Sprog Engelsk


Indbinding Hardback


Sider 357


Udgave


Længde 26mm


Bredde 235mm


Højde 161mm


Udg. Dato 7 nov 2016


Oplagsdato 7 nov 2016


Forlag Cambridge University Press

Kategori sammenhænge