Kontakt
Kako kupovati
Dostava
Savjetnik za kupnju
Engleski
135 b
Do 30 dana za povrat
Kupci su kupili i
/
Meki uvez
52.59
€
/
Meki uvez
35.70
€
This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The simultaneous treatment of continuous and jump processes is done in the framework of normal martingales; that includes the Brownian motion and compensated Poisson processes as specific cases. In particular, the basic tools of stochastic analysis (chaos representation, gradient, divergence, integration by parts) are presented in this general setting. Applications are given to functional and deviation inequalities and mathematical finance.
Informacije o knjizi
Engleski
Kategorija
Poklonite ovu knjigu još danas
To je jednostavno
1 Dodajte knjigu u košaricu i odaberite isporuku kao poklon 2 Zauzvrat ćemo vam poslati kupon 3 Knjiga dolazi na adresu poklonoprimcaMoglo bi vas zanimati i
/
Tvrdi uvez
226.18
€
/
Meki uvez
8.59
€
/
Meki uvez
23.86
€
/
Meki uvez
102.97
€