Stochastic Calculus with Infinitesimals: 2067 (Lecture Notes in Mathematics) - Tapa blanda

Herzberg, Frederik S.

 
9783642331480: Stochastic Calculus with Infinitesimals: 2067 (Lecture Notes in Mathematics)
Tapa blanda
ISBN 10: 3642331483 ISBN 13: 9783642331480
Editorial: Springer, 2012

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2012
Idioma
Inglés
ISBN 10 
3642331483
ISBN 13 
9783642331480
Encuadernación
Tapa blanda
Número de páginas
132
Contacto del fabricante
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9783642331503: Stochastic Calculus with Infinitesimals

Edición Destacada

ISBN 10:  3642331505 ISBN 13:  9783642331503
Editorial: Springer, 2012
Tapa blanda