图书简介
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter.
Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments.
Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus.
馆藏图书馆
Yale University Library
Gaussian variables and Gaussian processes.- Brownian motion.- Filtrations and martingales.- Continuous semimartingales.- Stochastic integration.- General theory of Markov processes.- Brownian motion and partial differential equations.- Stochastic differential equations.- Local times.- The monotone class lemma.- Discrete martingales.- References.
Trade Policy 买家须知
- 关于产品:
- ● 正版保障:本网站隶属于中国国际图书贸易集团公司,确保所有图书都是100%正版。
- ● 环保纸张:进口图书大多使用的都是环保轻型张,颜色偏黄,重量比较轻。
- ● 毛边版:即书翻页的地方,故意做成了参差不齐的样子,一般为精装版,更具收藏价值。
关于退换货:
- 由于预订产品的特殊性,采购订单正式发订后,买方不得无故取消全部或部分产品的订购。
- 由于进口图书的特殊性,发生以下情况的,请直接拒收货物,由快递返回:
- ● 外包装破损/发错货/少发货/图书外观破损/图书配件不全(例如:光盘等)
并请在工作日通过电话400-008-1110联系我们。
- 签收后,如发生以下情况,请在签收后的5个工作日内联系客服办理退换货:
- ● 缺页/错页/错印/脱线
关于发货时间:
- 一般情况下:
- ●【现货】 下单后48小时内由北京(库房)发出快递。
- ●【预订】【预售】下单后国外发货,到货时间预计5-8周左右,店铺默认中通快递,如需顺丰快递邮费到付。
- ● 需要开具发票的客户,发货时间可能在上述基础上再延后1-2个工作日(紧急发票需求,请联系010-68433105/3213);
- ● 如遇其他特殊原因,对发货时间有影响的,我们会第一时间在网站公告,敬请留意。
关于到货时间:
- 由于进口图书入境入库后,都是委托第三方快递发货,所以我们只能保证在规定时间内发出,但无法为您保证确切的到货时间。
- ● 主要城市一般2-4天
- ● 偏远地区一般4-7天
关于接听咨询电话的时间:
- 010-68433105/3213正常接听咨询电话的时间为:周一至周五上午8:30~下午5:00,周六、日及法定节假日休息,将无法接听来电,敬请谅解。
- 其它时间您也可以通过邮件联系我们:customer@readgo.cn,工作日会优先处理。
关于快递:
- ● 已付款订单:主要由中通、宅急送负责派送,订单进度查询请拨打010-68433105/3213。
本书暂无推荐
本书暂无推荐