Martingales stochastic integrals (41 Ergebnisse)

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21 cm. original paperback. 316 pp. references. index. -(spine slightly rubbed, otherwise good). 370g.

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23.5 x 15.5 cm. Hardcover. xii, 202 pages. Text in English. Ex-library copy with small trace of library label to spine; name crossed out in black marker on half-title and title page. Still in good condition, see picture. 456g.

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Hardcover. Zustand: Sehr gut. Cambridge UP (1984). XI, 202 p. Hardbound. (back slightly faded).

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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Basic definitions.- Discrete martingale theory.

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Paperback. Zustand: New. This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the French school of probabilists, but is more elementary than other texts. The presentation is abstract, but largely self-contained and Dr Kopp makes fewer demands on the reader's background in probability theory than is usual. He gives a fairly full discussion of the measure theory and functional analysis needed for martingale theory, and describes the role of Brownian motion and the Poisson process as paradigm examples in the construction of abstract stochastic integrals. An appendix provides the reader with a glimpse of very recent developments in non-commutative integration theory which are of considerable importance in quantum mechanics. Thus equipped, the reader will have the necessary background to understand research in stochastic analysis. As a textbook, this account will be ideally suited to beginning graduate students in probability theory, and indeed it has evolved from such courses given at Hull University. It should also be of interest to pure mathematicians looking for a careful, yet concise introduction to martingale theory, and to physicists, engineers and economists who are finding that applications to their disciplines are becoming increasingly important.…

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Zustand: New. Basic definitions.- Discrete martingale theory.InhaltsverzeichnisBasic definitions.- Discrete martingale theory.KlappentextrnrnBasic definitions.- Discrete martingale theory.Springer.

Zustand: New. This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. Num Pages: 216 pages, black & white illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 229 x 158 x 14. Weight in Grams: 340. . 2009. 1st Edition. paperback. . . . . …

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Taschenbuch. Zustand: Neu. Martingales and Stochastic Integrals I | Paul-Andre Meyer | Taschenbuch | Lecture Notes in Mathematics | Einband - flex.(Paperback) | Englisch | Springer | EAN 9783540059837 | Verantwortliche Person für die EU: Springer Nature Customer Service Center GmbH, Europaplatz 3, 69115 Heidelberg, productsafety[at]springernature[dot]com | Anbieter: preigu. …

Zustand: New. This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. Num Pages: 216 pages, black & white illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 229 x 158 x 14. Weight in Grams: 340. . 2009. 1st Edition. paperback. . . . . Books ship from the US and Ireland. …

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paperback. Zustand: As New.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the French school of probabilists, but is more elementary than other texts. The presentation is abstract, but largely self-contained and Dr Kopp makes fewer demands on the reader's background in probability theory than is usual. He gives a fairly full discussion of the measure theory and functional analysis needed for martingale theory, and describes the role of Brownian motion and the Poisson process as paradigm examples in the construction of abstract stochastic integrals. An appendix provides the reader with a glimpse of very recent developments in non-commutative integration theory which are of considerable importance in quantum mechanics. Thus equipped, the reader will have the necessary background to understand research in stochastic analysis. As a textbook, this account will be ideally suited to beginning graduate students in probability theory, and indeed it has evolved from such courses given at Hull University. It should also be of interest to pure mathematicians looking for a careful, yet concise introduction to martingale theory, and to physicists, engineers and economists who are finding that applications to their disciplines are becoming increasingly important.…

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Paperback. Zustand: New. This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the French school of probabilists, but is more elementary than other texts. The presentation is abstract, but largely self-contained and Dr Kopp makes fewer demands on the reader's background in probability theory than is usual. He gives a fairly full discussion of the measure theory and functional analysis needed for martingale theory, and describes the role of Brownian motion and the Poisson process as paradigm examples in the construction of abstract stochastic integrals. An appendix provides the reader with a glimpse of very recent developments in non-commutative integration theory which are of considerable importance in quantum mechanics. Thus equipped, the reader will have the necessary background to understand research in stochastic analysis. As a textbook, this account will be ideally suited to beginning graduate students in probability theory, and indeed it has evolved from such courses given at Hull University. It should also be of interest to pure mathematicians looking for a careful, yet concise introduction to martingale theory, and to physicists, engineers and economists who are finding that applications to their disciplines are becoming increasingly important.…