|
Dòng
|
Nội dung
|
|
1
|
Brownian motion, martingales, and stochastic calculus /[edited by] Jean-Francois Le Gall.
Switzerland : Springer, 2016
282 pages. : illustrations
Ký hiệu phân loại (DDC): 519.23
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô?s formula, the optional stopping theorem and Girsanov?s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments. Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus.
Số bản sách:
(0)
Tài liệu số:
(1)
|
|
2
|
|
|
3
|
|
|
4
|
|
|
5
|
Calculus : with CalcChat and CalcView / Ron Larson, Bruce H. Edwards
Boston, MA : Cengage, 2022
1280 pages. : illustrations (some color) ; 29 cm.
Ký hiệu phân loại (DDC): 515
Discover the reader-focused approach, clear content and digital support you need to truly understand calculus with CALCULUS, 12th Edition by award-winning authors Larson and Edwards. This edition clearly presents and effectively demonstrates the concepts and rules of calculus using a thoroughly updated learning experience specifically designed to remove any typical barriers to learning. New "Big Ideas of Calculus" notes present the overarching ideas behind chapter topics, while annotated examples and "Concept Checks" further reinforce your understanding. Step-by-step solution videos, exercise solutions and other tutorial support are available at no cost from CalcView.com, CalcChat.com and LarsonCalculus.com. In addition, new automatically graded Proof Problems with instant feedback, Expanded Problems and "Explore It" interactive learning modules within WebAssign digital resources help you develop a deeper conceptual understanding of calculus to succeed in this course and beyond.
Số bản sách:
(1)
Tài liệu số:
(0)
|
|
|
|
|