Mouvement brownien, martingales et calcul stochastique / Mathématiques et Applications Bd.71 (PDF)
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
This book offers a rigorous and self-contained approach to the theory of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô's formula, the optional stopping theorem and the Girsanov theorem are treated in detail including many important applications. Two chapters are devoted to general Markov processes and to stochastic differential equations, with a complete derivation of Markovian properties of solutions in the Lipschitz case. Numerous exercises help the reader to get acquainted with the techniques of stochastic calculus.
Jean-François Le Gall is a specialist of probability theory, who has worked in areas such as Brownian motion, branching processes, random trees and random graphs. He occupied positions at University Pierre et Marie Curie (Paris
6) and at Ecole normale supérieure de Paris, and since 2007 he has been a Professor at University Paris-Sud Orsay and at the Institut universitaire de France. Among other distinctions, he was awarded the 1997 Loeve Prize in probability theory and the 2005 Fermat prize for mathematical research.
Jean-François Le Gall is a specialist of probability theory, who has worked in areas such as Brownian motion, branching processes, random trees and random graphs. He occupied positions at University Pierre et Marie Curie (Paris
6) and at Ecole normale supérieure de Paris, and since 2007 he has been a Professor at University Paris-Sud Orsay and at the Institut universitaire de France. Among other distinctions, he was awarded the 1997 Loeve Prize in probability theory and the 2005 Fermat prize for mathematical research.
- Autor: Jean-Francois Le Gall
- 2012, 2013, 176 Seiten, Französisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3642318983
- ISBN-13: 9783642318986
- Erscheinungsdatum: 17.09.2012
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: PDF
- Größe: 3.33 MB
- Mit Kopierschutz
- Vorlesefunktion
Schreiben Sie einen Kommentar zu "Mouvement brownien, martingales et calcul stochastique / Mathématiques et Applications Bd.71".
Kommentar verfassen