Brownian Motion and Stochastic Calculus pdf epub mobi txt 電子書下載 2024

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Ioannis Karatzas

Springer

1991-8-25

470

USD 64.95

Paperback

Graduate Texts in Mathematics

9780387976556

圖書標籤: 數學金融金融數學金融工程 Mathematics 統計學 quant Probability

喜歡 Brownian Motion and Stochastic Calculus 的讀者還喜歡

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发表于2024-11-25

Brownian Motion and Stochastic Calculus epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Brownian Motion and Stochastic Calculus pdf epub mobi txt 電子書下載 2024

圖書描述

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing 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, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The 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 time. The whole is backed by a large number of problems and exercises.

Brownian Motion and Stochastic Calculus 下載 mobi epub pdf txt 電子書

著者簡介

圖書目錄

Brownian Motion and Stochastic Calculus pdf epub mobi txt 電子書下載

想要找書就要到小哈圖書下載中心

qciss.net

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

用戶評價

評分☆☆☆☆☆

這不是金融書！這是數學書！

評分☆☆☆☆☆

Shreve讀數學前是德語係學生！

評分☆☆☆☆☆

我喜歡他的理論化係統化和有例題有講解的態度。（各位數學大牛很喜歡把很多東西看成"顯然"，殊不知很多"顯然的"對於初學者實在是很難。）雖然我覺得他在錶述上有些羅嗦，而且整本書結構結構不適很閤理，從Stopping time開始，然後又突然說Brownian motion，然後又突然講Martingale. 既然我們要做的是Calculus，當然就要以Martingale作為核心理論逐次展開，這樣纔能讓人比較容易理解到底是要討論什麼啊。

評分☆☆☆☆☆

結課瞭就假裝我已經看瞭這本書

評分☆☆☆☆☆

What the hell is this?! What the hell is that?!