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Sinopsis
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.
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Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.
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Stochastic Calculus with Infinitesimals (Lecture Notes in Mathematics, 2067)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
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Stochastic Calculus with Infinitesimals
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Springer Berlin Heidelberg Nov 2012, 2012
ISBN 10: 3642331483
ISBN 13: 9783642331480
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's 'radically elementary' theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book. 132 pp. Englisch. Nº de ref. del artículo: 9783642331480
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Stochastic Calculus with Infinitesimals
Publicado por
Springer Berlin Heidelberg, 2012
ISBN 10: 3642331483
ISBN 13: 9783642331480
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's 'radically elementary' theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book. Nº de ref. del artículo: 9783642331480
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Stochastic Calculus with Infinitesimals
Publicado por
Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2012
ISBN 10: 3642331483
ISBN 13: 9783642331480
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Librería: Rarewaves.com UK, London, Reino Unido
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Paperback. Condición: New. 2013 ed. Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book. Nº de ref. del artículo: LU-9783642331480
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Stochastic Calculus with Infinitesimals: 2067
Librería: Libro Co. Italia Srl, San Casciano Val di Pesa, FI, Italia
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Brossura. Condición: fine. 2012; br., pp. 132, cm 23x16. Libro. Nº de ref. del artículo: 1663768
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Stochastic Calculus with Infinitesimals
Publicado por
Springer Berlin Heidelberg, 2012
ISBN 10: 3642331483
ISBN 13: 9783642331480
Nuevo
Kartoniert / Broschiert
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Kartoniert / Broschiert. Condición: New. Nº de ref. del artículo: 5057172
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Stochastic Calculus with Infinitesimals
Publicado por
Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2012
ISBN 10: 3642331483
ISBN 13: 9783642331480
Nuevo
Paperback
Librería: Rarewaves.com USA, London, LONDO, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: New. 2013 ed. Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book. Nº de ref. del artículo: LU-9783642331480
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Stochastic Calculus with Infinitesimals
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Stochastic Calculus With Infinitesimals
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Stochastic Calculus with Infinitesimals
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Condición: New. pp. 134. Nº de ref. del artículo: 2648029396
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