2005, ISBN: 9783540708476
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a … Mehr…
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2007, ISBN: 9783540708476
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest development… Mehr…
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2007, ISBN: 9783540708476
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest development… Mehr…
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2005, ISBN: 9783540708476
Proceedings of the Second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Ito; PDF; Scientific, Technical and Medical > Mathematics > Calculus & mathematical analy… Mehr…
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2007, ISBN: 9783540708476
The Abel Symposium 2005, eBooks, eBook Download (PDF), 2007, [PU: Springer Berlin], Springer Berlin, 2007
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2005, ISBN: 9783540708476
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a … Mehr…
2007, ISBN: 9783540708476
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest development… Mehr…
2007
ISBN: 9783540708476
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest development… Mehr…
2005, ISBN: 9783540708476
Proceedings of the Second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Ito; PDF; Scientific, Technical and Medical > Mathematics > Calculus & mathematical analy… Mehr…
2007, ISBN: 9783540708476
The Abel Symposium 2005, eBooks, eBook Download (PDF), 2007, [PU: Springer Berlin], Springer Berlin, 2007
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Detailangaben zum Buch - Stochastic Analysis and Applications
EAN (ISBN-13): 9783540708476
ISBN (ISBN-10): 3540708472
Erscheinungsjahr: 2007
Herausgeber: Springer Berlin
678 Seiten
Sprache: eng/Englisch
Buch in der Datenbank seit 2009-06-22T14:57:17+02:00 (Berlin)
Detailseite zuletzt geändert am 2024-04-16T14:40:44+02:00 (Berlin)
ISBN/EAN: 9783540708476
ISBN - alternative Schreibweisen:
3-540-70847-2, 978-3-540-70847-6
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: espen, bernt, andreas diekmann
Titel des Buches: abel, stochastic
Daten vom Verlag:
Autor/in: Fred Espen Benth; Giulia Di Nunno; Tom Lindstrom; Bernt Øksendal; Tusheng Zhang
Titel: Abel Symposia; Stochastic Analysis and Applications - The Abel Symposium 2005
Verlag: Springer; Springer Berlin
678 Seiten
Erscheinungsjahr: 2007-04-24
Berlin; Heidelberg; DE
Sprache: Englisch
149,79 € (DE)
154,00 € (AT)
177,00 CHF (CH)
Available
XI, 678 p.
EA; E107; eBook; Nonbooks, PBS / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Mathematik; Chaos; Markov; Stochastic Differential Equations; Stochastic calculus; analysis; mechanics; model; quantitative finance; B; Probability Theory; Applications of Mathematics; Real Functions; Analysis; Statistical Theory and Methods; Mathematics in Business, Economics and Finance; Mathematics and Statistics; Stochastik; Angewandte Mathematik; Reelle Analysis, Real-Variablen; Mathematische Analysis, allgemein; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BB
Memoirs of My Research on Stochastic Analysis.- Itô Calculus and Quantum White Noise Calculus.- Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincaré Inequality.- Theory and Applications of Infinite Dimensional Oscillatory Integrals.- Ambit Processes; with Applications to Turbulence and Tumour Growth.- A Stochastic Control Approach to a Robust Utility Maximization Problem.- Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions.- Hedging with Options in Models with Jumps.- Power Variation Analysis of Some Integral Long-Memory Processes.- Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise.- Stochastic Integrals and Adjoint Derivatives.- An Application of Probability to Nonlinear Analysis.- The Space of Stochastic Differential Equations.- Extremes of supOU Processes.- Gaussian Bridges.- Some of the Recent Topics on Stochastic Analysis.- Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2.- On Asymptotics of Banach Space-valued Itô Functionals of Brownian Rough Paths.- Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios.- Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion.- Different Lattice Approximations for Hôegh-Krohn's Quantum Field Model.- Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras.- The Invariant Distribution of a Diffusion: Some New Aspects.- Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics.- G-Expectation, G-Brownian Motion and Related Stochastic Calculus of ItôType.- Perpetual Integral Functionals of Diffusions and their Numerical Computations.- Chaos Expansions and Malliavin Calculus for Lévy Processes.- Study of Simple but Challenging Diffusion Equation.- Itô Calculus and Malliavin Calculus.- The Malliavin Calculus for Processes with Conditionally Independent Increments.High-profile, high quality conference on stochastics Includes supplementary material: sn.pub/extras;
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