Modern theory of integration, Bartle, Robert G.

Автор: Protter Philip E.
Название: Stochastic Integration and Differential Equations / Second Edition, Version 2.1
ISBN: 3540003134 ISBN-13(EAN): 9783540003137
Издательство: Springer
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Цена: 11878.00 р.
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Описание: Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery`s examples of martingales that actually have martingale representation.

Автор: L. Adler Stephen
Название: The Guide to Pamir: Theory and Use of Parameterized Adaptive Multidimensional Integration Routines
ISBN: 9814425044 ISBN-13(EAN): 9789814425049
Издательство: World Scientific Publishing
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Цена: 3643.00 р.
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Описание: Suitable for physicists, applied mathematicians, computer scientists, and engineers, this book presents introductory materials, similar to that on the PAMIR website. It also offers details on the use of the programs than is on the website.

Автор: Adler Stephen L
Название: Guide To Pamir, The: Theory And Use Of Parameterized Adaptive Multidimensional Integration Routines
ISBN: 9814425036 ISBN-13(EAN): 9789814425032
Издательство: World Scientific Publishing
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Цена: 7603.00 р.
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Описание: Suitable for physicists, applied mathematicians, computer scientists, and engineers, this book presents introductory materials, similar to that on the PAMIR website. It also offers details on the use of the programs than is on the website.

Автор: Bichteler
Название: Stochastic Integration with Jumps
ISBN: 0521811295 ISBN-13(EAN): 9780521811293
Издательство: Cambridge Academ
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Цена: 23760.00 р.
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Описание: The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.

Автор: Yeh James
Название: Real Analysis: Theory Of Measure And Integration (3Rd Edition)
ISBN: 9814578533 ISBN-13(EAN): 9789814578530
Издательство: World Scientific Publishing
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Цена: 19008.00 р.
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Описание:

This book presents a unified treatise of the theory of measure and integration. In the setting of a general measure space, every concept is defined precisely and every theorem is presented with a clear and complete proof with all the relevant details. Counter-examples are provided to show that certain conditions in the hypothesis of a theorem cannot be simply dropped. The dependence of a theorem on earlier theorems is explicitly indicated in the proof, not only to facilitate reading but also to delineate the structure of the theory. The precision and clarity of presentation make the book an ideal textbook for a graduate course in real analysis while the wealth of topics treated also make the book a valuable reference work for mathematicians.

The book is also very helpful to graduate students in statistics and electrical engineering, two disciplines that apply measure theory.