Stochastic Analysis Discrete Continuous by Privault Nicolas (7 results)
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2009
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Paperback. Condition: New. 2009 ed. This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The simultaneous treatment of continuous and jump processes is done in the framework of normal martingales; that includes the Brownian motion and compensated Poisson processes as specific cases. In particular, the basic tools of stochastic analysis (chaos representation, gradient, divergence, integration by parts) are presented in this general setting. Applications are given to functional and deviation inequalities and mathematical finance.…
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paperback. Condition: Gut. 328 Seiten; 9783642023798.3 Gewicht in Gramm: 1.
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Condition: New. In English.
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2009
- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
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Paperback. Condition: New. 2009 ed. This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The simultaneous treatment of continuous and jump processes is done in the framework of normal martingales; that includes the Brownian motion and compensated Poisson processes as specific cases. In particular, the basic tools of stochastic analysis (chaos representation, gradient, divergence, integration by parts) are presented in this general setting. Applications are given to functional and deviation inequalities and mathematical finance.…
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Condition: new. Questo è un articolo print on demand.
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PF. Condition: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.
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Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Section 5.7 that requires some background in geometry, and s.…
