Name: Stochastic Integrals (en Alemán)
SKU: 60837823
Price: 71.43 USD
Availability: InStock
Author: Weizsäcker, Heinrich Von
ISBN: 9783528063108

portada Stochastic Integrals (en Alemán)

Formato

Libro Físico

Autor

Heinrich Von Weizsäcker

Editorial

Vieweg+teubner Verlag

Idioma

Alemán

N° páginas

332

Encuadernación

Tapa Blanda

Dimensiones

23.4x15.6x1.8 cm

Peso

0.49 kg.

ISBN13

9783528063108

Categorías

Cálculo y análisis matemático
Probabilidad y estadística

Stochastic Integrals (en Alemán)

Heinrich Von Weizsäcker (Autor) · Vieweg+teubner Verlag · Tapa Blanda

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Reseña del libro "Stochastic Integrals (en Alemán)"

This text introduces at a moderate speed and in a thorough way the basic concepts of the theory of stochastic integrals and Ito calculus for sem i- martingales. There are many reasons to study this subject. We are fascinated by the contrast between general measure theoretic arguments and concrete probabilistic problems, and by the own flavour of a new differential calculus. For the beginner, a lot of work is necessary to go through this text in detail. As areward it should enable her or hirn to study more advanced literature and to become at ease with a couple of seemingly frightening concepts. Already in this introduction, many enjoyable and useful facets of stochastic analysis show up. We start out having a glance at several elementary predecessors of the stochastic integral and sketching some ideas behind the abstract theory of semimartingale integration. Having introduced martingales and local martingales in chapters 2 - 4, the stochastic integral is defined for locally uniform limits of elementary processes in chapter S. This corresponds to the Riemann integral in one-dimensional analysis and it suffices for the study of Brownian motion and diffusion processes in the later chapters 9 and 12.