SPRINGER INTRODUCTION TO STOCHASTIC INTEGRATION 2ND 2014 RETAIL EBOOK-kE

seeders: 2
leechers: 1
Added on February 11, 2015 by movieterroistin Books > Ebooks
Torrent verified.



SPRINGER INTRODUCTION TO STOCHASTIC INTEGRATION 2ND 2014 RETAIL EBOOK-kE (Size: 6.42 MB)
 ksitsi2b.zip4.8 MB
 ksitsi2a.zip1.6 MB
 ke.nfo27.04 KB
 file_id.diz1.06 KB


Description

TITLE: INTRODUCTION TO STOCHASTIC INTEGRATION, 2ND EDITION

PUBLISHER: SPRINGER LANGUAGE: ENGLISH

LINK: http://is.gd/Zdc0I3 RELEASE TYPE: RETAIL

FORMAT: PDF RELEASE DATE: 2014.03.14

ISBN: 9781461495871 STORE DATE: 2014

SAVED.MONEY: 42 EURO DISKCOUNT: 02 x 05MB

AUTHOR: CHUNG, KAI LAI, WILLIAMS, RUTH J



BOOK



A highly readable introduction to stochastic integration and

stochastic differential equations, this book combines

developments of the basic theory with applications. It is written

in a style suitable for the text of a graduate course in

stochastic calculus, following a course in

probability



Using the modern approach, the stochastic integral is defined for

predictable integrands and local martingales; then Ito's change

of variable formula is developed for continuous martingales

Applications include a characterization of Brownian motion

Hermite polynomials of martingales, the Feynman-Kac functional

and the Schroedinger equation. For Brownian motion, the topics of

local time, reflected Brownian motion, and time change are

discussed



New to the second edition are a discussion of the

Cameron-Martin-Girsanov transformation and a final chapter which

provides an introduction to stochastic differential equations, as

well as many exercises for classroom use



This book will be a valuable resource to all mathematicians

statisticians, economists, and engineers employing the modern

tools of stochastic analysis



The text also proves that stochastic integration has made an

important impact on mathematical progress over the last decades

and that stochastic calculus has become one of the most powerful

tools in modern probability theory



Journal of the American Statistical Association



An attractive text.written in [a] lean and precise

style.eminently readable. Especially pleasant are the care and

attention devoted to details. A very fine book




Sharing Widget


Download torrent
6.42 MB
seeders:2
leechers:1
SPRINGER INTRODUCTION TO STOCHASTIC INTEGRATION 2ND 2014 RETAIL EBOOK-kE