Stochastic calculus with infinitesimals:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a]
Springer
2013
|
| Schriftenreihe: | Lecture notes in mathematics
2067 |
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | XVIII, 112 S. 235 mm x 155 mm |
| ISBN: | 3642331483 9783642331480 |
Internformat
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Datensatz im Suchindex
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| adam_text |
IMAGE 1
CONTENTS
1 INFINITESIMAL C A L C U L U S , C O N S I S T E N T L Y A N D A C C E
S S I B L Y 1
1.1 A N A C C E S S I B L E A X I O M S Y S T E M FOR INFINITESIMAL
CALCULUS: M I N I M A L INTERNAL S E T T H E O R Y 1
1.2 F I N E R CLASSIFICATION O F T H E REALS: FINITE VS. L I M I T E D 4
2 R A D I C A L L Y E L E M E N T A R Y P R O B A B I L I T Y T H E O R
Y 7
2.1 R A N D O M VARIABLES A N D STOCHASTIC P R O C E S S E S 7
2 . 2 INTEGRABILITY A N D L I M I T E D N E S S 9
2.3 W I E N E R W A L K S A N D W I E N E R P R O C E S S E S 13
2 . 4 DISTRIBUTION O F T H E W I E N E R W A L K 15
2.5 INTEGRABILITY A N D L I M I T E D P A T H S O F T H E W I E N E R W
A L K 16
3 R A D I C A L L Y E L E M E N T A R Y S T O C H A S T I C I N T E G R
A L S 19
3.1 M A R T I N G A L E S A N D ITO INTEGRALS 19
3.2 R A D I C A L L Y E L E M E N T A R Y I T O P R O C E S S E S 2 3
3.3 A B A S I C R A D I C A L L Y E L E M E N T A R Y ITO F O R M U L A
2 6
3.4 A N A L Y T I C E X C U R S I O N : A R A D I C A L L Y E L E M E N
T A R Y T R E A T M E N T O F G E O M E T R I C I T O P R O C E S S E S
WITH M O N O T O N E D R I F T 2 8
3.5 T H E RADICALLY E L E M E N T A R Y VERSION O F L E V Y ' S
C H A R A C T E R I Z A T I O N O F W I E N E R P R O C E S S E S 3 3
4 T H E R A D I C A L L Y E L E M E N T A R Y G I R S A N O V T H E O R
E M
A N D T H E D I F F U S I O N I N V A R I A N C E P R I N C I P L E 3 5
4.1 G I R S A N O V ' S T H E O R E M 3 5
4 . 2 T H E RADICALLY E L E M E N T A R Y DIFFUSION INVARIANCE PRINCIPLE
4 2
5 E X C U R S I O N T O F I N A N C I A L E C O N O M I C S : A R A D I
C A L L Y
E L E M E N T A R Y A P P R O A C H TO T H E F U N D A M E N T A L T H E
O R E M S O F A S S E T P R I C I N G 4 5
6 E X C U R S I O N T O F I N A N C I A L E N G I N E E R I N G :
VOLATILITY I N V A R I A N C E IN T H E B L A C K - S C H O L E S M O D
E L 5 5
X I I I
HTTP://D-NB.INFO/1024864006
IMAGE 2
X I V C O N T E N T S
7 A R A D I C A L L Y E L E M E N T A R Y T H E O R Y O F ITO D I F F U
S I O N S
A N D A S S O C I A T E D PARTIAL D I F F E R E N T I A L E Q U A T I O
N S 61
7.1 ITO DIFFUSIONS 6 1
7 . 2 T H E M A R K O V P R O P E R T Y O F ITO D I F F U S I O N S
A N D THE F E Y N M A N - K A C F O R M U L A 6 4
8 E X C U R S I O N TO M A T H E M A T I C A L PHYSICS: A R A D I C A L
L Y
E L E M E N T A R Y DEFINITION O F F E Y N M A N P A T H I N T E G R A L
S 71
9 A R A D I C A L L Y E L E M E N T A R Y T H E O R Y O F L E V Y P R O
C E S S E S 7 7
9.1 R A N D O M W A L K S A N D L E V Y W A L K S 7 7
9.2 INTEGRABILITY O F L E V Y W A L K S WITH L I M I T E D I N C R E M E
N T S 8 0
9.3 L I N D S T R 0 M ' S C H A R A C T E R I Z A T I O N O F L E V Y W
A L K S 8 2
9.4 A RADICALLY E L E M E N T A R Y I T O - D O E B L I N F O R M U L A
FOR L E V Y W A L K S WITH LIMITED-VARIATION J U M P PART 8 6
9.5 A B R I E F L O O K A T L E V Y F I N A N C E 9 0
10 F I N A L R E M A R K S 9 3
A E X C U R S I O N T O LOGIC: S O M E R E M A R K S O N T H E
M E T A M A T H E M A T I C S O F M I N I M A L I N T E R N A L S E T T
H E O R Y 9 5
A. 1 A N ALTERNATIVE R O A D TO M I N I M A L INTERNAL SET T H E O R Y 9
5
A . 2 A S I M P L E RELATIVE C O N S I S T E N C Y P R O O F FOR A
SUBSTANTIAL
S U B S Y S T E M O F M I N L S T 9 7
A . 3 DEFINABLE M O D E L S FOR ( M I N I M A L ) N O N S T A N D A R D
A N A L Y S I S 101
B R O B I N S O N I A N VS. M I N I M A L N O N S T A N D A R D A N A L
Y S I S 103
R E F E R E N C E S 107
I N D E X 1 1 1 |
| any_adam_object | 1 |
| author | Herzberg, Frederik 1981- |
| author_GND | (DE-588)131549162 |
| author_facet | Herzberg, Frederik 1981- |
| author_role | aut |
| author_sort | Herzberg, Frederik 1981- |
| author_variant | f h fh |
| building | Verbundindex |
| bvnumber | BV040599216 |
| classification_rvk | SI 850 |
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| ctrlnum | (OCoLC)820433209 (DE-599)DNB1024864006 |
| dewey-full | 510.22 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 510 - Mathematics |
| dewey-raw | 510.22 |
| dewey-search | 510.22 |
| dewey-sort | 3510.22 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| institution | BVB |
| isbn | 3642331483 9783642331480 |
| language | English |
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| physical | XVIII, 112 S. 235 mm x 155 mm |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Springer |
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| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spelling | Herzberg, Frederik 1981- Verfasser (DE-588)131549162 aut Stochastic calculus with infinitesimals Frederik S. Herzberg Berlin [u.a] Springer 2013 XVIII, 112 S. 235 mm x 155 mm txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics 2067 Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 s DE-604 Erscheint auch als Online-Ausgabe 978-3-642-33149-7 Lecture notes in mathematics 2067 (DE-604)BV000676446 2067 text/html http://deposit.dnb.de/cgi-bin/dokserv?id=4096317&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025426984&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Herzberg, Frederik 1981- Stochastic calculus with infinitesimals Lecture notes in mathematics Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4132272-1 |
| title | Stochastic calculus with infinitesimals |
| title_auth | Stochastic calculus with infinitesimals |
| title_exact_search | Stochastic calculus with infinitesimals |
| title_full | Stochastic calculus with infinitesimals Frederik S. Herzberg |
| title_fullStr | Stochastic calculus with infinitesimals Frederik S. Herzberg |
| title_full_unstemmed | Stochastic calculus with infinitesimals Frederik S. Herzberg |
| title_short | Stochastic calculus with infinitesimals |
| title_sort | stochastic calculus with infinitesimals |
| topic | Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Stochastische Analysis |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=4096317&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025426984&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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