Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Brownian Motion, Martingales, And Stochastic CalculusISBN13:9783319809618ISBN10:331980961XAuthor:Le Gall, Jean-Francois (Author)Description:This Book Offers A Rigorous And Self-Contained Presentation Of Stochastic Integration And Stochastic Calculus Within The General Framework Of Continuous Semimartingales The Main Tools Of Stochastic Calculus, Including It 'S Formula, The Optional Stopping Theorem And Girsanov's Theorem, Are Treated In Detail Alongside Many Illustrative Examples The Book Also Contains An Introduction To Markov Processes, With Applications To Solutions Of Stochastic Differential Equations And To Connections Between Brownian Motion And Partial Differential Equations The Theory Of Local Times Of Semimartingales Is Discussed In The Last Chapter Since Its Invention By It , Stochastic Calculus Has Proven To Be One Of The Most Important Techniques Of Modern Probability Theory, And Has Been Used In The Most Recent Theoretical Advances As Well As In Applications To Other Fields Such As Mathematical Finance Brownian Motion, Martingales, And Stochastic Calculus Provides A Strong Theoretical Background To The Reader Interested In Such Developments Beginning Graduate Or Advanced Undergraduate Students Will Benefit From This Detailed Approach To An Essential Area Of Probability Theory The Emphasis Is On Concise And Efficient Presentation, Without Any Concession To Mathematical Rigor The Material Has Been Taught By The Author For Several Years In Graduate Courses At Two Of The Most Prestigious French Universities The Fact That Proofs Are Given With Full Details Makes The Book Particularly Suitable For Self-Study The Numerous Exercises Help The Reader To Get Acquainted With The Tools Of Stochastic Calculus Binding:Paperback, PaperbackPublisher:SPRINGER NATUREPublication Date:2018-05-27Weight:0.9 lbsDimensions:0.61'' H x 9.21'' L x 6.14'' WNumber of Pages:273Language:English
Price: 69.25 USD
Location: USA
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Book Title: Brownian Motion, Martingales, And Stochastic Calculus
Item Length: 9.3in
Item Width: 6.1in
Author: Jean-François Le Gall
Publication Name: Brownian Motion, Martingales, and Stochastic Calculus
Format: Trade Paperback
Language: English
Publisher: Springer International Publishing A&G
Series: Graduate Texts in Mathematics Ser.
Publication Year: 2018
Type: Textbook
Item Weight: 155 Oz
Number of Pages: Xiii, 273 Pages
