Stochastic Calculus: Mathematics, Stochastic Process, Integrals, Wiener Process, Norbert Wiener, Financial Mathematics - Softcover

 
9786130496265: Stochastic Calculus: Mathematics, Stochastic Process, Integrals, Wiener Process, Norbert Wiener, Financial Mathematics
Softcover
ISBN 10: 6130496265 ISBN 13: 9786130496265
Verlag: Betascript Publishers, 2010

Inhaltsangabe

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. It is used to model systems that behave randomly. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Albert Einstein and other physical diffusion processes in space of particles subject to random forces. Since the 1970s, the Wiener process has been widely applied in financial mathematics and economics to model the evolution in time of stock prices and bond interest rates.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Reseña del editor

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. It is used to model systems that behave randomly. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Albert Einstein and other physical diffusion processes in space of particles subject to random forces. Since the 1970s, the Wiener process has been widely applied in financial mathematics and economics to model the evolution in time of stock prices and bond interest rates.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Betascript Publishers
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
6130496265
ISBN 13 
9786130496265
Einband
Tapa blanda
Anzahl der Seiten
120
Herausgeber
Surhone Lambert M., Timpledon Miriam T., Marseken Susan F.
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar