Librería: NEPO UG, Rüsselsheim am Main, Alemania
EUR 47,79
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: Gut. Auflage: 1990. 332 Seiten ex library book - Sprache: Englisch Gewicht in Gramm: 531 23,5 x 15,5 x 1,8 cm, Taschenbuch.
Librería: California Books, Miami, FL, Estados Unidos de America
EUR 75,41
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New.
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 72,71
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New. In.
Idioma: Inglés
Publicado por Friedrich Vieweg & Sohn Verlagsgesellschaft mbH 1990-01-01, 1990
ISBN 10: 3528063106 ISBN 13: 9783528063108
Librería: Chiron Media, Wallingford, Reino Unido
EUR 69,42
Cantidad disponible: 10 disponibles
Añadir al carritoPaperback. Condición: New.
Idioma: Inglés
Publicado por Vieweg Verlag, Friedr, & Sohn Verlagsgesellschaft mbH, 1990
ISBN 10: 3528063106 ISBN 13: 9783528063108
Librería: Books Puddle, New York, NY, Estados Unidos de America
EUR 94,64
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. pp. 348.
EUR 85,84
Cantidad disponible: 15 disponibles
Añadir al carritoCondición: New. Series: Advanced Lectures in Mathematics. BIC Classification: PBT. Dimension: 235 x 155. Weight in Grams: 534. . 1990. Paperback. . . . .
EUR 106,46
Cantidad disponible: 15 disponibles
Añadir al carritoCondición: New. Series: Advanced Lectures in Mathematics. BIC Classification: PBT. Dimension: 235 x 155. Weight in Grams: 534. . 1990. Paperback. . . . . Books ship from the US and Ireland.
EUR 64,99
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New.
Idioma: Inglés
Publicado por Vieweg+Teubner Verlag, Vieweg+Teubner Verlag, 1990
ISBN 10: 3528063106 ISBN 13: 9783528063108
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 64,99
Cantidad disponible: 1 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This text introduces at a moderate speed and in a thorough way the basic concepts of the theory of stochastic integrals and Ito calculus for sem i martingales. There are many reasons to study this subject. We are fascinated by the contrast between general measure theoretic arguments and concrete probabilistic problems, and by the own flavour of a new differential calculus. For the beginner, a lot of work is necessary to go through this text in detail. As areward it should enable her or hirn to study more advanced literature and to become at ease with a couple of seemingly frightening concepts. Already in this introduction, many enjoyable and useful facets of stochastic analysis show up. We start out having a glance at several elementary predecessors of the stochastic integral and sketching some ideas behind the abstract theory of semimartingale integration. Having introduced martingales and local martingales in chapters 2 - 4, the stochastic integral is defined for locally uniform limits of elementary processes in chapter S. This corresponds to the Riemann integral in one-dimensional analysis and it suffices for the study of Brownian motion and diffusion processes in the later chapters 9 and 12.
Librería: BennettBooksLtd, Los Angeles, CA, Estados Unidos de America
EUR 131,33
Cantidad disponible: 1 disponibles
Añadir al carritopaperback. Condición: New. In shrink wrap. Looks like an interesting title!
EUR 64,99
Cantidad disponible: 5 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. Stochastic Integrals | An Introduction | Heinrich von Weizsäcker | Taschenbuch | ix | Deutsch | 1990 | Vieweg & Teubner | EAN 9783528063108 | Verantwortliche Person für die EU: Springer Vieweg in Springer Science + Business Media, Abraham-Lincoln-Str. 46, 65189 Wiesbaden, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Librería: Mispah books, Redhill, SURRE, Reino Unido
EUR 127,47
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
EUR 48,99
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: Gut. Zustand: Gut | Seiten: 348 | Sprache: Englisch | Produktart: Bücher | This text introduces at a moderate speed and in a thorough way the basic concepts of the theory of stochastic integrals and Ito calculus for sem i martingales. There are many reasons to study this subject. We are fascinated by the contrast between general measure theoretic arguments and concrete probabilistic problems, and by the own flavour of a new differential calculus. For the beginner, a lot of work is necessary to go through this text in detail. As areward it should enable her or hirn to study more advanced literature and to become at ease with a couple of seemingly frightening concepts. Already in this introduction, many enjoyable and useful facets of stochastic analysis show up. We start out having a glance at several elementary predecessors of the stochastic integral and sketching some ideas behind the abstract theory of semimartingale integration. Having introduced martingales and local martingales in chapters 2 - 4, the stochastic integral is defined for locally uniform limits of elementary processes in chapter S. This corresponds to the Riemann integral in one-dimensional analysis and it suffices for the study of Brownian motion and diffusion processes in the later chapters 9 and 12.
Idioma: Inglés
Publicado por Vieweg+Teubner, Vieweg+Teubner Verlag Jan 1990, 1990
ISBN 10: 3528063106 ISBN 13: 9783528063108
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 64,99
Cantidad disponible: 2 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This text introduces at a moderate speed and in a thorough way the basic concepts of the theory of stochastic integrals and Ito calculus for sem i martingales. There are many reasons to study this subject. We are fascinated by the contrast between general measure theoretic arguments and concrete probabilistic problems, and by the own flavour of a new differential calculus. For the beginner, a lot of work is necessary to go through this text in detail. As areward it should enable her or hirn to study more advanced literature and to become at ease with a couple of seemingly frightening concepts. Already in this introduction, many enjoyable and useful facets of stochastic analysis show up. We start out having a glance at several elementary predecessors of the stochastic integral and sketching some ideas behind the abstract theory of semimartingale integration. Having introduced martingales and local martingales in chapters 2 - 4, the stochastic integral is defined for locally uniform limits of elementary processes in chapter S. This corresponds to the Riemann integral in one-dimensional analysis and it suffices for the study of Brownian motion and diffusion processes in the later chapters 9 and 12. 332 pp. Englisch.
Idioma: Inglés
Publicado por Vieweg Verlag, Friedr, & Sohn Verlagsgesellschaft mbH, 1990
ISBN 10: 3528063106 ISBN 13: 9783528063108
Librería: Majestic Books, Hounslow, Reino Unido
EUR 93,61
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. Print on Demand pp. 348 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Idioma: Inglés
Publicado por Vieweg Verlag, Friedr, & Sohn Verlagsgesellschaft mbH, 1990
ISBN 10: 3528063106 ISBN 13: 9783528063108
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 94,30
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. PRINT ON DEMAND pp. 348.
Idioma: Inglés
Publicado por Vieweg+Teubner Verlag, Vieweg+Teubner Verlag Jan 1990, 1990
ISBN 10: 3528063106 ISBN 13: 9783528063108
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
EUR 64,99
Cantidad disponible: 1 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -1. Warming Up.- 2. Filtrations and Processes.- 3. Martingales.- 4. Localization and Approximation.- 5. The Stochastic Integral.- 6. Predictability.- 7. Semimartingales and Stochastic Differentials.- 8. Itô Calculus.- 9. The Special Role of Brownian Motion.- 10. Change of Measure.- 11. Stochastic Differential Equations.- 12. Towards Diffusions.- References.- Index of Common Notation.Vieweg+Teubner Verlag, Abraham-Lincoln-Straße 46, 65189 Wiesbaden 348 pp. Deutsch.