Probability Theory II

Name: Probability Theory II
Brand: Springer Nature
SKU: 9783031631924
Availability: InStock

Probability Theory II

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783031631924

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, the theory of Markov processes and martingales is introduced, with a focus on Brownian motion and the Poisson process. Subsequently, the theory of stochastic integration for continuous semimartingales was developed. A substantial portion is dedicated to stochastic differential equations, the main results of solvability and uniqueness in weak and strong sense, linear stochastic equations, and their relation to deterministic partial differential equations. Each chapter is accompanied by numerous examples. This text stems from over twenty years of teaching experience in stochastic processes and calculus within master's degrees in mathematics, quantitative finance, and postgraduate courses in mathematics for applications and mathematical finance at the University of Bologna. The book provides material for at least two semester-long courses in scientific studies (Mathematics, Physics, Engineering, Statistics, Economics, etc.) and aims to provide a solid background for those interested in the development of stochastic calculus theory and its applications. This text completes the journey started with the first volume of Probability Theory I - Random Variables and Distributions, through a selection of advanced classic topics in stochastic analysis.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $49.99 - $49.99

BEST PRICE

Single Product Purchase

$45.00

@ 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 Rate Seller This functionality is for registered users only. Go to Login/Register		$49.99	$49.99		10% OFF This deals requires coupon Get Code Here your10off @ Link.springer.com Deals Ends 31/08/2025	$45.00		See Site	In stock	Visit Store