Noncausal Stochastic Calculus (PDF)
(Sprache: Englisch)
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is...
sofort als Download lieferbar
Printausgabe Fr. 130.90
eBook (pdf)
Fr. 118.00
inkl. MwSt.
- Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Noncausal Stochastic Calculus (PDF)“
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale.
After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but also its growing possibility as a tool for modeling and analysis in every domain of mathematical sciences. The reader may find there many open problems as well.
The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979.
Bibliographische Angaben
- Autor: Shigeyoshi Ogawa
- 2017, 1st ed. 2017, 210 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 4431565760
- ISBN-13: 9784431565765
- Erscheinungsdatum: 24.07.2017
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Grösse: 2.49 MB
- Ohne Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
Pressezitat
“The book is well and precisely written with many details and comments. In my opinion, S. Ogawa’s book is very interesting for people working on stochastic calculus, stochastic differential equations and their applications.” (Anna Karczewska, zbMATH 1381.60003, 2018)Kommentar zu "Noncausal Stochastic Calculus"
0 Gebrauchte Artikel zu „Noncausal Stochastic Calculus“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Noncausal Stochastic Calculus".
Kommentar verfassen