stochastic calculus

stochastic calculusの商品一覧です。「【中古】【輸入品・未使用】Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability)」(￥17,790)や「Introduction to Stochastic Calculus【電子書籍】[ Rajeeva L. Karandikar ]」(￥9,723)、「Problems and Solutions in Mathematical Finance, Volume 1 Stochastic Calculus【電子書籍】[ Eric Chin ]」(￥8,072)など

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stochastic calculus

【中古】【輸入品未使用】Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability)

Introduction to Stochastic Calculus【電子書籍】 Rajeeva L. Karandikar

Problems and Solutions in Mathematical Finance, Volume 1 Stochastic Calculus【電子書籍】 Eric Chin

Stochastic Calculus with Infinitesimals【電子書籍】 Frederik S. Herzberg

An Informal Introduction to Stochastic Calculus With Applications ハードカバー Calin， Ovidiu

Stochastic Calculus via Regularizations【電子書籍】 Francesco Russo

A Modern Theory of Random Variation With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration【電子書籍】 Patrick Muldowney

Stochastic Analysis It and Malliavin Calculus in Tandem【電子書籍】 Hiroyuki Matsumoto

洋書 Paperback, Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics)

Semimartingale Theory and Stochastic Calculus【電子書籍】 Sheng-Wu He

Elements of Stochastic Calculus and Analysis ELEMENTS OF STOCHASTIC CALCULU （Crm Short Courses） Daniel W. Stroock

【中古】【未使用未開封品】Introduction to Stochastic Calculus With Applications

Stochastic Calculus for Finance (Mastering Mathematical Finance) Capinski，Marek

Brownian Motion and Stochastic Calculus【電子書籍】 Ioannis Karatzas

Stochastic Calculus A Practical Introduction【電子書籍】 Richard Durrett

洋書 Springer Paperback, Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach (Lecture Notes in Mathematics)

Stochastic Analysis for Poisson Point Processes Malliavin Calculus, Wiener-It Chaos Expansions and Stochastic Geometry【電子書籍】

Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart【電子書籍】

洋書 Paperback, Stochastic Calculus for Finance (Mastering Mathematical Finance)

Stochastic Calculus An Introduction Through Theory and Exercises【電子書籍】 Paolo Baldi

【中古】【輸入品・未使用】Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability)

ショップムジカ＆フェリーチェ楽天市場店

価格￥17,790

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【中古】【輸入品・未使用】Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability)【メーカー名】World Scientific Pub Co Inc【メーカー型番】【ブランド名】World Scientific Publishing Company【商品説明】Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability)当店では初期不良に限り、商品到着から7日間は返品を受付けております。こちらは海外販売用に買取り致しました未使用品です。買取り致しました為、中古扱いとしております。他モールとの併売品の為、完売の際はご連絡致しますのでご了承下さい。速やかにご返金させて頂きます。ご注文からお届けまで1、ご注文⇒ご注文は24時間受け付けております。2、注文確認⇒ご注文後、当店から注文確認メールを送信します。3、配送⇒当店海外倉庫から取り寄せの場合は10〜30日程度でのお届けとなります。国内到着後、発送の際に通知にてご連絡致します。国内倉庫からの場合は3〜7日でのお届けとなります。　※離島、北海道、九州、沖縄は遅れる場合がございます。予めご了承下さい。お...

Introduction to Stochastic Calculus【電子書籍】[ Rajeeva L. Karandikar ]

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価格￥9,723

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＜p＞This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier?Pellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- ...

Problems and Solutions in Mathematical Finance, Volume 1 Stochastic Calculus【電子書籍】[ Eric Chin ]

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価格￥8,072

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＜p＞Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance.＜/p＞＜p＞＜em＞＜strong＞Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus＜/strong＞＜/em＞ is the first of a four-volume set of books focusing on problems and solutions in mathematical finance.＜/p＞＜p＞This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamental...

Stochastic Calculus with Infinitesimals【電子書籍】[ Frederik S. Herzberg ]

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価格￥4,248

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＜p＞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...

An Informal Introduction to Stochastic Calculus With Applications [ハードカバー] Calin， Ovidiu

ショップ参考書専門店ブックスドリーム

価格￥13,424

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【30日間返品保証】商品説明に誤りがある場合は、無条件で弊社送料負担で商品到着後30日間返品を承ります。ご満足のいく取引となるよう精一杯対応させていただきます。※下記に商品説明およびコンディション詳細、出荷予定・配送方法・お届けまでの期間について記載しています。ご確認の上ご購入ください。【インボイス制度対応済み】当社ではインボイス制度に対応した適格請求書発行事業者番号（通称：T番号・登録番号）を印字した納品書（明細書）を商品に同梱してお送りしております。こちらをご利用いただくことで、税務申告時や確定申告時に消費税額控除を受けることが可能になります。また、適格請求書発行事業者番号の入った領収書・請求書をご注文履歴からダウンロードして頂くこともできます（宛名はご希望のものを入力して頂けます）。■商品名■An Informal Introduction to Stochastic Calculus With Applications■出版社■World Scientific Pub Co Inc■著者■Calin Ovidiu■発行年■2015/08/29■ISBN10■9814678937■ISBN13■9789814678933■コンディションランク■非常に良いコンディションランク説明ほぼ新品：未使用に近い状態の商品非常に良い：傷や汚れが少なくきれい...

Stochastic Calculus via Regularizations【電子書籍】[ Francesco Russo ]

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価格￥19,447

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＜p＞The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors. The definitions relies on a smoothing procedure of the integrator process, they generalize the usual It? and Stratonovich integrals for Brownian motion but the integrator could also not be a semimartingale and the integrand is allowed to be anticipating. The resulting calculus requires a simple formalism: nevertheless it entails pathwise techniques even though it takes into account randomness. It allows connecting different types of pathwise and non pathwise integrals such as Young, fractional, Skorohod integrals, enlargement of filtration and rough paths. The covariation, but also high order variations, play a fundamental role in the calculus via regularization, which can also be applied for irregularintegrat...

A Modern Theory of Random Variation With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration【電子書籍】[ Patrick Muldowney ]

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価格￥16,148

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＜p＞＜strong＞A ground-breaking and practical treatment of probability and stochastic processes＜/strong＞＜/p＞＜p＞＜em＞A Modern Theory of Random Variation＜/em＞ is a new and radical re-formulation of the mathematical underpinnings of subjects as diverse as investment, communication engineering, and quantum mechanics. Setting aside the classical theory of probability measure spaces, the book utilizes a mathematically rigorous version of the theory of random variation that bases itself exclusively on finitely additive probability distribution functions.＜/p＞＜p＞In place of twentieth century Lebesgue integration and measure theory, the author uses the simpler concept of Riemann sums, and the non-absolute Riemann-type integration of Henstock. Readers are supplied with an accessible approach to standard elements of probability theory such as the central limmit theorem and Brownian motion as well as remarkable, new results on Feynman diagrams and stochastic integrals.＜/p＞＜p...

Stochastic Analysis It? and Malliavin Calculus in Tandem【電子書籍】[ Hiroyuki Matsumoto ]

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価格￥8,010

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＜p＞Thanks to the driving forces of the It? calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリッ...

洋書 Paperback, Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics)

ショップ Glomarket

価格￥8,897

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*** We ship internationally, so do not use a package forwarding service. We cannot ship to a package forwarding company address because of the Japanese customs regulation. If it is shipped and customs office does not let the package go, we do not make a refund. 【注意事項】 *** 特に注意してください。 *** ・個人ではない法人・団体名義での購入はできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。・お名前にカタカナが入っている場合法人である可能性が高いため当店システムから自動保留します。カタカナで記載が必要な場合はカタカナ変わりローマ字で記載してください。・お名前またはご住所が法人・団体名義（XX株式会社等）、商店名などを含めている場合、または電話番号が個人のものではない場合、税関から法人名義でみなされますのでご注意ください。・転送サービス会社への発送もできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。 *** ・注文後品切れや価格変動でキャンセルされる場合がございますので予めご了承願います。・当店でご購入された商品は、原則として、「個...

Semimartingale Theory and Stochastic Calculus【電子書籍】[ Sheng-Wu He ]

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価格￥32,047

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＜p＞Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales. It also includes a concise treatment of absolute continuity and singularity, contiguity, and entire separation of measures by semimartingale approach. Two basic types of processes frequently encountered in applied probability and statistics are highlighted: processes with independent increments and marked point processes encountered frequently in applied probability and statistics.＜/p＞＜p＞Semimartingale Theory and Stochastic Calculus is a self-contained and comprehensive book that will be valuable for research mathematicians, statisticians, engineers, and students.＜/p＞画面が切り替わりますので、しばらくお...

Elements of Stochastic Calculus and Analysis ELEMENTS OF STOCHASTIC CALCULU （Crm Short Courses） [ Daniel W. Stroock ]

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価格￥17,723

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ELEMENTS OF STOCHASTIC CALCULU Crm Short Courses Daniel W. Stroock SPRINGER NATURE2018 Hardcover 2018 English ISBN：9783319770376 洋書 Computers & Science（コンピューター＆科学） Mathematics

【中古】【未使用・未開封品】Introduction to Stochastic Calculus With Applications

ショップ AJIMURA-SHOP

価格￥34,502

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【中古】【未使用・未開封品】Introduction to Stochastic Calculus With Applications【メーカー名】【メーカー型番】【ブランド名】Imperial College Press Applied, Pure Mathematics, Probability & Statistics, Calculus, Amazon Student ポイント還元(洋書), Search Inside The Book, Amazonアプリキャンペーン対象商品(洋書), 洋書（アダルト除く） Klebaner, Fima C.: Author【商品説明】Introduction to Stochastic Calculus With Applications【注意】こちらは輸入品となります。当店では初期不良に限り、商品到着から7日間は返品を受付けております。こちらは当店海外ショップで一般の方から買取した未使用・未開封品です。買取した為、中古扱いとしております。他モールとの併売品の為、完売の際はご連絡致しますのでご了承ください。ご注文からお届けまで1、ご注文⇒ご注文は24時間受け付けております。2、注文確認⇒ご注文後、当店から注文確認メールを送信します。3、当店海外倉庫から当店日本倉庫を経由しお届けしますので10〜30営業日程度でのお届けとなります。4、入金確認⇒前払い決済をご選択の場合、ご入金確認後、配送手配を致します。5、出荷⇒配送準...

Stochastic Calculus for Finance (Mastering Mathematical Finance) Capinski，Marek

ショップ参考書専門店ブックスドリーム

価格￥4,768

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【30日間返品保証】商品説明に誤りがある場合は、無条件で弊社送料負担で商品到着後30日間返品を承ります。ご満足のいく取引となるよう精一杯対応させていただきます。※下記に商品説明およびコンディション詳細、出荷予定・配送方法・お届けまでの期間について記載しています。ご確認の上ご購入ください。【インボイス制度対応済み】当社ではインボイス制度に対応した適格請求書発行事業者番号（通称：T番号・登録番号）を印字した納品書（明細書）を商品に同梱してお送りしております。こちらをご利用いただくことで、税務申告時や確定申告時に消費税額控除を受けることが可能になります。また、適格請求書発行事業者番号の入った領収書・請求書をご注文履歴からダウンロードして頂くこともできます（宛名はご希望のものを入力して頂けます）。■商品名■Stochastic Calculus for Finance (Mastering Mathematical Finance) Capinski Marek■出版社■Cambridge University Press■著者■Capinski， Marek■発行年■2012/08/23■ISBN10■0521175739■ISBN13■9780521175739■コンディションランク■非常に良いコンディションランク説明ほぼ新品：未使用に近い状態の商品非常に良い：傷や...

Brownian Motion and Stochastic Calculus【電子書籍】[ Ioannis Karatzas ]

ショップ楽天Kobo電子書籍ストア

価格￥6,072

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＜p＞This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization).＜/p＞＜p＞This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local ti...

Stochastic Calculus A Practical Introduction【電子書籍】[ Richard Durrett ]

ショップ楽天Kobo電子書籍ストア

価格￥8,945

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＜p＞This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions.＜/p＞＜p＞The presentation is unparalleled in its clarity and simplicity. Whether your students are interested in probability, analysis, differential geometry or applications in operations research, physics, finance, or the many other areas to which the subject applies, you'll find that this text brings together the material you need to effectively and efficiently impart the practical background they nee...

洋書 Springer Paperback, Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach (Lecture Notes in Mathematics)

ショップ Glomarket

価格￥8,860

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*** We ship internationally, so do not use a package forwarding service. We cannot ship to a package forwarding company address because of the Japanese customs regulation. If it is shipped and customs office does not let the package go, we do not make a refund. 【注意事項】 *** 特に注意してください。 *** ・個人ではない法人・団体名義での購入はできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。・お名前にカタカナが入っている場合法人である可能性が高いため当店システムから自動保留します。カタカナで記載が必要な場合はカタカナ変わりローマ字で記載してください。・お名前またはご住所が法人・団体名義（XX株式会社等）、商店名などを含めている場合、または電話番号が個人のものではない場合、税関から法人名義でみなされますのでご注意ください。・転送サービス会社への発送もできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。 *** ・注文後品切れや価格変動でキャンセルされる場合がございますので予めご了承願います。・当店でご購入された商品は、原則として、「個...

Stochastic Analysis for Poisson Point Processes Malliavin Calculus, Wiener-It? Chaos Expansions and Stochastic Geometry【電子書籍】

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価格￥15,800

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＜p＞Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years ? due mainly to the impetus of the authors and their collaborators ? a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects.＜/p＞＜p＞This unique book presents an organic collection of authoritative surveys written bythe p...

Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart【電子書籍】

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価格￥12,154

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＜p＞The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちらをクリックして下さい。 ※このページからは注文できません。

洋書 Paperback, Stochastic Calculus for Finance (Mastering Mathematical Finance)

ショップ Glomarket

価格￥7,132

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*** We ship internationally, so do not use a package forwarding service. We cannot ship to a package forwarding company address because of the Japanese customs regulation. If it is shipped and customs office does not let the package go, we do not make a refund. 【注意事項】 *** 特に注意してください。 *** ・個人ではない法人・団体名義での購入はできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。・お名前にカタカナが入っている場合法人である可能性が高いため当店システムから自動保留します。カタカナで記載が必要な場合はカタカナ変わりローマ字で記載してください。・お名前またはご住所が法人・団体名義（XX株式会社等）、商店名などを含めている場合、または電話番号が個人のものではない場合、税関から法人名義でみなされますのでご注意ください。・転送サービス会社への発送もできません。この場合税関で滅却されてもお客様負担になりますので御了承願います。 *** ・注文後品切れや価格変動でキャンセルされる場合がございますので予めご了承願います。・当店でご購入された商品は、原則として、「個...

Stochastic Calculus An Introduction Through Theory and Exercises【電子書籍】[ Paolo Baldi ]

ショップ楽天Kobo電子書籍ストア

価格￥10,938

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＜p＞This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions.＜/p＞＜p＞After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used.＜/p＞＜p＞＜em＞Stochastic Calculus＜/em＞ will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subj...

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