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Añadir al carritoPaperback. Condición: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
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Añadir al carritoPaperback. Condición: As new. Condition: Als nieuw. Binding: Paperback. Year: 2006. Language: Engels. Description: Lichte gebruik-/opslagsporen.
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Idioma: Inglés
Publicado por Springer-Verlag New York Inc., New York, NY, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
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Original o primera edición
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Añadir al carritoPaperback. Condición: new. Paperback. Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a 'friendly' introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY It was the beginning of the It o calculus, the counterpart of the LeibnizNewton calculus for random functions. The It o formula is the chain rule for the Itocalculus.Butitcannotbe expressed as in the LeibnizNewton calculus in terms of derivatives, since a Brownian motion path is nowhere di?erentiable. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Idioma: Inglés
Publicado por Berlin ; New York: Springer (Universitext), 2006
ISBN 10: 0387287205 ISBN 13: 9780387287201
Librería: Antiquariat Smock, Freiburg, Alemania
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Añadir al carritoCondición: Sehr gut. Formateinband: Broschierte Ausgabe XIII, 278 S. (23,5 cm) 1st Edition; Sehr guter Zustand. Sprache: Englisch Gewicht in Gramm: 600 [Stichwörter: Stochastik, Stochastische Integration, Brownian Motion, Stochastic Integrals for Martingales, The Ito-Formula, Multiple Wiener-Ito Integrals, Stochastic Differential Equations etc.].
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Añadir al carritoCondición: New. In English.
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Añadir al carritoCondición: New. pp. 296.
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Añadir al carritoCondición: New. pp. 296 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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Añadir al carritoPaperback. Condición: Brand New. 1st edition. 278 pages. 9.00x6.00x0.50 inches. In Stock.
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Añadir al carritoPaperback. Condición: Like New. Like New. book.
Idioma: Inglés
Publicado por Springer-Verlag New York Inc., New York, NY, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Librería: AussieBookSeller, Truganina, VIC, Australia
Original o primera edición
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Añadir al carritoPaperback. Condición: new. Paperback. Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a 'friendly' introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY It was the beginning of the It o calculus, the counterpart of the LeibnizNewton calculus for random functions. The It o formula is the chain rule for the Itocalculus.Butitcannotbe expressed as in the LeibnizNewton calculus in terms of derivatives, since a Brownian motion path is nowhere di?erentiable. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Idioma: Inglés
Publicado por Springer, Humana Nov 2005, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 74,89
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Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In the Leibniz-Newton calculus, one learns the di erentiation and integration of deterministic functions. A basic theorem in di erentiation is the chain rule, which gives the derivative of a composite of two di erentiable functions. The chain rule, when written in an inde nite integral form, yields the method of substitution. In advanced calculus, the Riemann-Stieltjes integral is de ned through the same procedure of 'partition-evaluation-summation-limit' as in the Riemann integral. In dealing with random functions such as functions of a Brownian motion, the chain rule for the Leibniz-Newton calculus breaks down. A Brownian motionmovessorapidlyandirregularlythatalmostallofitssamplepathsare nowhere di erentiable. Thus we cannot di erentiate functions of a Brownian motion in the same way as in the Leibniz-Newton calculus. In 1944 Kiyosi It o published the celebrated paper 'Stochastic Integral' in the Proceedings of the Imperial Academy (Tokyo). It was the beginning of the It o calculus, the counterpart of the Leibniz-Newton calculus for random functions. In this six-page paper, It o introduced the stochastic integral and a formula, known since then as It o's formula. The It o formula is the chain rule for the It ocalculus.Butitcannotbe expressed as in the Leibniz-Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di erentiable. The It o formula can be interpreted only in the integral form. Moreover, there is an additional term in the formula, called the It o correction term, resulting from the nonzero quadratic variation of a Brownian motion. 296 pp. Englisch.
Idioma: Inglés
Publicado por Springer-Verlag New York Inc., 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
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Añadir al carritoPaperback / softback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Librería: moluna, Greven, Alemania
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Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a concise introduction to the theory of stochastic integration, also called the Ito calculusCloses the gap between more technically advanced books like Karatzas and Shreve (Springer) and less rigourous but more intuitive approaches such a.
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 106,72
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Añadir al carritoCondición: New. PRINT ON DEMAND pp. 296.
Idioma: Inglés
Publicado por Humana, Springer Nov 2005, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
EUR 74,89
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Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions. This introductory textbook on stochastic integration provides a concise introduction to the Ito calculus, and covers the constructions of Brownian motion, stochastic integrals for Brownian motion and martingales, the Ito formula, multiple Wiener-Ito integrals, stochastic differential equations, and applications to finance, filtering theory, and electric circuits.Libri GmbH, Europaallee 1, 36244 Bad Hersfeld 296 pp. Englisch.
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 79,75
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Añadir al carritoTaschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In the Leibniz-Newton calculus, one learns the di erentiation and integration of deterministic functions. A basic theorem in di erentiation is the chain rule, which gives the derivative of a composite of two di erentiable functions. The chain rule, when written in an inde nite integral form, yields the method of substitution. In advanced calculus, the Riemann-Stieltjes integral is de ned through the same procedure of 'partition-evaluation-summation-limit' as in the Riemann integral. In dealing with random functions such as functions of a Brownian motion, the chain rule for the Leibniz-Newton calculus breaks down. A Brownian motionmovessorapidlyandirregularlythatalmostallofitssamplepathsare nowhere di erentiable. Thus we cannot di erentiate functions of a Brownian motion in the same way as in the Leibniz-Newton calculus. In 1944 Kiyosi It o published the celebrated paper 'Stochastic Integral' in the Proceedings of the Imperial Academy (Tokyo). It was the beginning of the It o calculus, the counterpart of the Leibniz-Newton calculus for random functions. In this six-page paper, It o introduced the stochastic integral and a formula, known since then as It o's formula. The It o formula is the chain rule for the It ocalculus.Butitcannotbe expressed as in the Leibniz-Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di erentiable. The It o formula can be interpreted only in the integral form. Moreover, there is an additional term in the formula, called the It o correction term, resulting from the nonzero quadratic variation of a Brownian motion.