Introduction to stochastic integration:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Springer
2006
|
| Series: | Universitext
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIII, 278 S. |
| ISBN: | 0387287205 9780387287201 |
Staff View
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Record in the Search Index
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| adam_text | Contents
1
1.1 Integrals ............................................... 1
1.2
Exercises
2
2.1
2.2
2.3
2.4
2.5
2.6
Exercises
3
3.1
3.2
3.3
3.4
Exercises
4
4.1
4.2
4.3
4.4
4.5
4.6
4.7
Exercises
Contents
An
5.1
5.2
5.3
5.4
5.5
Exercises
Stochastic Integrals for Martingales
6.1
6.2
6.3
6.4
6.5
6.6
Exercises
The
7.1
7.2
7.3
7.4
7.5
7.6
Exercises
Applications of the
8.1
8.2
8.3
8.4
8.5
8.6
8.7
8.8
8.9
Exercises
Multiple Wiener—
9.1
9.2
9.3
9.4
9.5
9.6
Contents xiii
9.7
9.8
Exercises
10
10.1
10.2
10.3
10.4
10.5
10.6
10.7
10.8
10.9
Exercises
11
11.1
11.2
11.3
11.4
11.5
11.6
Exercises
References
Glossary of Notation
Index
|
| adam_txt |
Contents
1
1.1 Integrals . 1
1.2
Exercises
2
2.1
2.2
2.3
2.4
2.5
2.6
Exercises
3
3.1
3.2
3.3
3.4
Exercises
4
4.1
4.2
4.3
4.4
4.5
4.6
4.7
Exercises
Contents
An
5.1
5.2
5.3
5.4
5.5
Exercises
Stochastic Integrals for Martingales
6.1
6.2
6.3
6.4
6.5
6.6
Exercises
The
7.1
7.2
7.3
7.4
7.5
7.6
Exercises
Applications of the
8.1
8.2
8.3
8.4
8.5
8.6
8.7
8.8
8.9
Exercises
Multiple Wiener—
9.1
9.2
9.3
9.4
9.5
9.6
Contents xiii
9.7
9.8
Exercises
10
10.1
10.2
10.3
10.4
10.5
10.6
10.7
10.8
10.9
Exercises
11
11.1
11.2
11.3
11.4
11.5
11.6
Exercises
References
Glossary of Notation
Index |
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| illustrated | Not Illustrated |
| index_date | 2024-07-02T15:35:03Z |
| indexdate | 2024-07-09T20:43:26Z |
| institution | BVB |
| isbn | 0387287205 9780387287201 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014973618 |
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| physical | XIII, 278 S. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
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| publisher | Springer |
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| series2 | Universitext |
| spelling | Kuo, Hui-Hsiung 1941- Verfasser (DE-588)108437809 aut Introduction to stochastic integration Hui-Hsiung Kuo New York [u.a.] Springer 2006 XIII, 278 S. txt rdacontent n rdamedia nc rdacarrier Universitext Stochastisches Integral Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Wiener-Itô-Integral (DE-588)4189868-0 gnd rswk-swf Stochastisches Integral (DE-588)4126478-2 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Stochastisches Integral (DE-588)4126478-2 s DE-604 Markov-Prozess (DE-588)4134948-9 s Wiener-Itô-Integral (DE-588)4189868-0 s Stochastische Differentialgleichung (DE-588)4057621-8 s Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014973618&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kuo, Hui-Hsiung 1941- Introduction to stochastic integration Stochastisches Integral Markov-Prozess (DE-588)4134948-9 gnd Wiener-Itô-Integral (DE-588)4189868-0 gnd Stochastisches Integral (DE-588)4126478-2 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4134948-9 (DE-588)4189868-0 (DE-588)4126478-2 (DE-588)4057621-8 (DE-588)4123623-3 |
| title | Introduction to stochastic integration |
| title_auth | Introduction to stochastic integration |
| title_exact_search | Introduction to stochastic integration |
| title_exact_search_txtP | Introduction to stochastic integration |
| title_full | Introduction to stochastic integration Hui-Hsiung Kuo |
| title_fullStr | Introduction to stochastic integration Hui-Hsiung Kuo |
| title_full_unstemmed | Introduction to stochastic integration Hui-Hsiung Kuo |
| title_short | Introduction to stochastic integration |
| title_sort | introduction to stochastic integration |
| topic | Stochastisches Integral Markov-Prozess (DE-588)4134948-9 gnd Wiener-Itô-Integral (DE-588)4189868-0 gnd Stochastisches Integral (DE-588)4126478-2 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Stochastisches Integral Markov-Prozess Wiener-Itô-Integral Stochastische Differentialgleichung Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014973618&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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