A Course of Stochastic Analysis
The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic a...
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| 第一著者: | |
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| 団体著者: | |
| フォーマット: | 電子媒体 eBook |
| 言語: | 英語 |
| 出版事項: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2023.
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| 版: | 1st ed. 2023. |
| シリーズ: | CMS/CAIMS Books in Mathematics,
6 |
| 主題: | |
| オンライン･アクセス: | https://doi.org/10.1007/978-3-031-25326-3 |
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| 100 | 1 | |a Melnikov, Alexander. |e author. |0 (orcid)0000-0001-6261-0806 |1 https://orcid.org/0000-0001-6261-0806 |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 2 | |a A Course of Stochastic Analysis |h [electronic resource] / |c by Alexander Melnikov. |
| 250 | |a 1st ed. 2023. | ||
| 264 | 1 | |a Cham : |b Springer Nature Switzerland : |b Imprint: Springer, |c 2023. | |
| 300 | |a 1 online resource (X, 208 p. 3 illus.). |b 1 illus. in color. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a CMS/CAIMS Books in Mathematics, |x 2730-6518 ; |v 6 | |
| 505 | 0 | |a 1 Probabilistic Foundations -- 2 Random variables and their quantitative characteristics -- 3 Expectations and convergence of sequences of random variables -- 4 Weak convergence of sequences of random variables -- 5 Absolute continuity of probability measures and conditional expectations -- 6 Discrete time stochastic analysis: basic results -- 7 Discrete time stochastic analysis: further results and applications -- 8 Elements of classical theory of stochastic processes -- 9 Stochastic differential equations, diffusion processes and their applications -- 10 General theory of stochastic processes under ”usual conditions" -- 11 General theory of stochastic processes in applications -- 12 Supplementary problems -- References -- Index. | |
| 520 | |a The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications. | ||
| 588 | |a Print version record. | ||
| 650 | 0 | |a Stochastic processes. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 1 | 4 | |a Stochastic Processes. |
| 650 | 2 | 4 | |a Probability Theory. |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783031253256 |
| 776 | 0 | 8 | |i Printed edition: |z 9783031253270 |
| 776 | 0 | 8 | |i Printed edition: |z 9783031253287 |
| 830 | 0 | |a CMS/CAIMS Books in Mathematics, |x 2730-6518 ; |v 6 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-031-25326-3 |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||