| 书目名称 | Probability Theory II | | 副标题 | Stochastic Calculus | | 编辑 | Andrea Pascucci | | 视频video | | | 概述 | Rigorous, comprehensive, and self-contained presentation.Written clearly to make complex mathematics accessible.Comprehensive overview of stochastic process theory with brief mentions of its most sign | | 丛书名称 | UNITEXT | | 图书封面 |  | | 描述 | .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 | | 出版日期 | Textbook 2024 | | 关键词 | Stochastic differential equations; Martingale; Brownian motion; Ito integral; Markov process; Stochastic | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-031-63193-1 | | isbn_softcover | 978-3-031-63192-4 | | isbn_ebook | 978-3-031-63193-1Series ISSN 2038-5714 Series E-ISSN 2532-3318 | | issn_series | 2038-5714 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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发表于 2025-3-21 19:18:06
