Ogawa shigeyoshi (44 resultados)

hardcover. Condición: Very Good. Fast Shipping - Safe and Secure 7 days a week.

hardcover. Condición: Very Good. Fast Shipping - Safe and Secure 7 days a week.

Condición: As New. Unread book in perfect condition.

Condición: New.

Condición: New. In English.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the 'hypothesis of causality', asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale.The intention in this book is to establish a stochastic calculus that is free from this 'hypothesis of causality'. To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979.After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but also its growing possibility as a tool for modeling and analysis in every domain of mathematical sciences. The reader may find there many open problems as well. …

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the 'hypothesis of causality', asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale.The intention in this book is to establish a stochastic calculus that is free from this 'hypothesis of causality'. To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979.After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but also its growing possibility as a tool for modeling and analysis in every domain of mathematical sciences. The reader may find there many open problems as well.…

Condición: New.

Condición: New. pp. 210.

Taschenbuch. Condición: Neu. Noncausal Stochastic Calculus | Shigeyoshi Ogawa | Taschenbuch | xii | Englisch | 2018 | Springer | EAN 9784431568254 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Hardcover. Condición: Brand New. 210 pages. 9.25x6.25x0.75 inches. In Stock.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Paperback. Condición: Brand New. reprint edition. 224 pages. 9.25x6.10x0.51 inches. In Stock.

Condición: New.

Gebundene Ausgabe. Condición: Neu. This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi It? As is generally known, It? Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale.The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979.After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but also its growing possibility as a tool for modeling and analysis in every domain of mathematical sciences. The reader may find there many open problems as well. Sprache: Englisch Gewicht in Gramm: 454.…

Condición: New.

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: Very Good. Very Good. Dust Jacket may NOT BE INCLUDED.CDs may be missing. SHIPS FROM MULTIPLE LOCATIONS. book.

Hardcover. Condición: Brand New. 217 pages. 8.75x5.75x0.50 inches. In Stock.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New. In English.

Condición: New. &Uumlber den Autor# Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (E Barucci et al.) # Hedging of Credit Derivatives in Models with Totally Unexpected Default (T R Bielecki et al.) # A L.

Paperback. Condición: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condición: New. In English.

Hardcover. Condición: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Hardcover. Condición: Brand New. illustrated edition edition. 297 pages. 9.00x6.00x1.00 inches. In Stock.

Buch. Condición: Neu. Neuware - Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.…

Condición: new. Questo è un articolo print on demand.

Condición: new. Questo è un articolo print on demand.