Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Introduction to Stochastic Integration

Introduction to Stochastic Integration

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9781461244806
Condition
New
Product Description

This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section 9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, Uhlenbeck and Bessel, but also a novelty named after Black and Scholes. The Feynman-Kac-Schrooinger development (6.4) and the material on re flected Brownian motions (8.5) have been updated. Needless to say, there are scattered over the text minor improvements and corrections to the first edition. A Russian translation of the latter, without changes, appeared in 1987. Stochastic integration has grown in both theoretical and applicable importance in the last decade, to the extent that this new tool is now sometimes employed without heed to its rigorous requirements. This is no more surprising than the way mathematical analysis was used historically. We hope this modest introduction to the theory and application of this new field may serve as a text at the beginning graduate level, much as certain standard texts in analysis do for the deterministic counterpart. No monograph is worthy of the name of a true textbook without exercises. We have compiled a collection of these, culled from our experiences in teaching such a course at Stanford University and the University of California at San Diego, respectively. We should like to hear from readers who can supply VI PREFACE more and better exercises.

Available Colors
Available Sizes
1 Offer Price Range: $59.99 - $59.99
BEST PRICE

Single Product Purchase

$54.00
@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$59.99 $59.99

10% OFF
This deals requires coupon Get Code Here
$54.00
See Site In stock Visit Store

Similar Products

Predictive Learning Control for Unknown Nonaffine Nonlinear Systems

$159.99

Modern Endodontics

$219.99

Practical Pricing

$54.99

Advances in Design, Simulation and Manufacturing IV

$219.99

Principles of Health Interoperability HL7 and SNOMED

$59.99

Advances in Prostaglandin, Leukotriene, and other Bioactive Lipid Research

$84.99

Calcium and Contractility

$129.00

Grimsehl Lehrbuch der Physik

$49.99

Magnetic Resonance Imaging in Coronary Artery Disease

$84.99

The English Novel of History and Society, 194080

$169.99

Numerical Determination of the Electronic Structure of Atoms, Diatomic and Polyatomic Molecules

$169.00

British Romanticism and the Catholic Question

$54.99

Britains Long War

$84.99

Vergleichende Anatomie der Wirbeltiere

$69.99

Finanzierung und Besteuerung von Start-up-Unternehmen

$39.99

Writing Lives in China, 1600-2010

$54.99

Kurze bersichtstabelle zur Geschichte der Medizin

$44.99

Theorie kollektiver Entscheidungen

$59.99

Schrdingers Philosophy of Quantum Mechanics

$169.99

Pro WPF with VB 2008

$54.99

A Journey Through Discrete Mathematics

$139.00

Magnetism

$54.99

Ten Red Apples

$5.21

Supply Chain Risk Management

$199.99

Wave Physics

$54.99

The Transformation of the World Economy

$109.99

Practical Cold Spray

$249.99

Robotics in General Surgery

$169.99

Terrestrial and Inland Water Environment of the Kaliningrad Region

$449.99

Laser Micro-Nano-Manufacturing and 3D Microprinting

$169.99

Professional Development for Primary Teachers in Science and Technology

$49.99

Supporting Sleep

$54.99

Grundlagen der Bewertung von Optionen und Optionsscheinen

$44.99

Alcohol and Liver Cirrhosis in Twentieth-Century Britain

$129.99

Rebooting Global International Society

$119.99

Ambivalente Gesellschaftlichkeit

$59.99

Contributions to the Economics of Index Based Insurance Schemes

$54.99

Fundamentals of Literary Theory

$119.99

Challenges of the Caspian Resource Boom

$109.99

Mit Tinnitus leben lernen

$49.99