Noncausal Stochastic Calculus

• Κύριος συγγραφέας: Ogawa, Shigeyoshi (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Tokyo : Springer Japan : Imprint: Springer, 2017.
• Θέματα: Mathematics.; Mathematics, general.

This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis o...

Πίνακας περιεχομένων:

• 1 Introduction – Why the Causality?
• 2 Preliminary – Causal calculus
• 3 Noncausal Calculus
• 4 Noncausal Integral and Wiener Chaos
• 5 Noncausal SDEs
• 6 Brownian Particle Equation
• 7 Noncausal SIE
• 8 Stochastic Fourier Transformation
• 9 Appendices to Chapter 2
• 10 Appendices 2 – Comments and Proofs
• Index.