Elements of Stochastic Calculus and Analysis

• Κύριος συγγραφέας: Stroock, Daniel W. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: CRM Short Courses,
• Θέματα: Probabilities.; Probability Theory and Stochastic Processes.

This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material covered here has appeared in other places, this book attempts to explain the core ideas on which that material is based. As a consequence, the presentation is more an extended mathematical es...

Πίνακας περιεχομένων:

• Preface
• 1. Kolmogorov's Equations
• 2. Itô's Approach
• 3. Brownian Stochastic Integration
• 4. Other Theories of Stochastic Integration
• 5. Addenda
• References
• Index. .