An Informal Introduction to Stochastic Calculus with Applications: Second Edition, Ovidiu Calin
Старое издание
Автор: Calin Ovidiu Название: Informal Introduction To Stochastic Calculus With Applications, An ISBN: 9814689912 ISBN-13(EAN): 9789814689915 Издательство: World Scientific Publishing Цена: 6336.00 р. Наличие на складе: Есть у поставщикаПоставка под заказ. Описание: The Goal Of This Book Is To Present Stochastic Calculus At An Introductory Level And Not At Its Maximum Mathematical Detail. The Author Aims To Capture As Much As Possible The Spirit Of Elementary Deterministic Calculus, At Which Students Have Been Already Exposed. This Assumes A Presentation That Mimics Similar Properties Of Deterministic Calculus, Which Facilitates Understanding Of More Complicated Topics Of Stochastic Calculus.
Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All these applications assume a strong mathematical background, which in general takes a long time to develop. Stochastic Calculus is not an easy to grasp theory, and in general, requires acquaintance with the probability, analysis and measure theory.
The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author's goal was to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.
The second edition contains several new features that improved the first edition both qualitatively and quantitatively. First, two more chapters have been added, Chapter 12 and Chapter 13, dealing with applications of stochastic processes in Electrochemistry and global optimization methods.
This edition contains also a final chapter material containing fully solved review problems and provides solutions, or at least valuable hints, to all proposed problems. The present edition contains a total of about 250 exercises.
This edition has also improved presentation from the first edition in several chapters, including new material.
Автор: Calin Ovidiu Название: Informal Introduction To Stochastic Calculus With Applications, An ISBN: 9814689912 ISBN-13(EAN): 9789814689915 Издательство: World Scientific Publishing Рейтинг: Цена: 6336.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Goal Of This Book Is To Present Stochastic Calculus At An Introductory Level And Not At Its Maximum Mathematical Detail. The Author Aims To Capture As Much As Possible The Spirit Of Elementary Deterministic Calculus, At Which Students Have Been Already Exposed. This Assumes A Presentation That Mimics Similar Properties Of Deterministic Calculus, Which Facilitates Understanding Of More Complicated Topics Of Stochastic Calculus.
Автор: Calin Ovidiu Название: Informal Introduction To Stochastic Calculus With Applications, An ISBN: 9814678937 ISBN-13(EAN): 9789814678933 Издательство: World Scientific Publishing Рейтинг: Цена: 12830.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Goal Of This Book Is To Present Stochastic Calculus At An Introductory Level And Not At Its Maximum Mathematical Detail. The Author Aims To Capture As Much As Possible The Spirit Of Elementary Deterministic Calculus, At Which Students Have Been Already Exposed. This Assumes A Presentation That Mimics Similar Properties Of Deterministic Calculus, Which Facilitates Understanding Of More Complicated Topics Of Stochastic Calculus.
Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Автор: Lord Название: An Introduction to Computational Stochastic PDEs ISBN: 0521899907 ISBN-13(EAN): 9780521899901 Издательство: Cambridge Academ Рейтинг: Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB (R) codes are included, so that readers can perform computations themselves and solve the test problems discussed.
Автор: Lord Название: An Introduction to Computational Stochastic PDEs ISBN: 0521728525 ISBN-13(EAN): 9780521728522 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB (R) codes are included, so that readers can perform computations themselves and solve the test problems discussed.
Автор: Lamberton, Damien Название: Introduction to stochastic calculus applied to finance ISBN: 1584886269 ISBN-13(EAN): 9781584886266 Издательство: Taylor&Francis Рейтинг: Цена: 13779.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing.
Описание: Presents a systematic treatment of Markov chains, diffusion processes and state space models, as well as alternative approaches to Markov chains through stochastic difference equations and stochastic differential equations. This title illustrates how these processes and approaches are applied to many problems in genetics, carcinogenesis, and more.
Автор: Klebaner Fima C Название: Introduction To Stochastic Calculus With Applications (3Rd Edition) ISBN: 1848168314 ISBN-13(EAN): 9781848168312 Издательство: World Scientific Publishing Рейтинг: Цена: 12830.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering. It presents the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability.
Автор: Klebaner Fima C Название: Introduction to Stochastic Calculus with Applications ISBN: 1848168322 ISBN-13(EAN): 9781848168329 Издательство: World Scientific Publishing Рейтинг: Цена: 7603.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering. It presents the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability.
Название: Stochastic Calculus and Applications ISBN: 149392866X ISBN-13(EAN): 9781493928668 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.
Описание: The series is devoted to the publication of high-level monographs and specialized graduate texts which cover the whole spectrum of applied mathematics, including its numerical aspects. The focus of the series is on the interplay between mathematical and numerical analysis, and also on its applications to mathematical models in the physical and life sciences. The aim of the series is to be an active forum for the dissemination of up-to-date information in the form of authoritative works that will serve the applied mathematics community as the basis for further research. Editorial Board Remi Abgrall, Universitat Zurich, Switzerland Jose Antonio Carrillo de la Plata, Imperial College London, UK Jean-Michel Coron, Universite Pierre et Marie Curie, Paris, France Athanassios S. Fokas, Cambridge University, UK Irene Fonseca, Carnegie Mellon University, Pittsburgh, USA
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