Stochastic calculus with infinitesimals:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a]
Springer
2013
|
| Series: | Lecture notes in mathematics
2067 |
| Subjects: | |
| Online Access: | Inhaltstext Inhaltsverzeichnis |
| Physical Description: | XVIII, 112 S. 235 mm x 155 mm |
| ISBN: | 3642331483 9783642331480 |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV040599216 | ||
| 003 | DE-604 | ||
| 005 | 20121205 | ||
| 007 | t | ||
| 008 | 121129s2013 |||| 00||| eng d | ||
| 015 | |a 12N33 |2 dnb | ||
| 016 | 7 | |a 1024864006 |2 DE-101 | |
| 020 | |a 3642331483 |c : Pb. : ca. EUR 37.40 (DE) |9 3-642-33148-3 | ||
| 020 | |a 9783642331480 |c : Pb. : ca. EUR 37.40 (DE) |9 978-3-642-33148-0 | ||
| 035 | |a (OCoLC)820433209 | ||
| 035 | |a (DE-599)DNB1024864006 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-91G |a DE-824 |a DE-188 |a DE-83 |a DE-11 |a DE-29T | ||
| 082 | 0 | |a 510.22 |2 22/ger | |
| 084 | |a SI 850 |0 (DE-625)143199: |2 rvk | ||
| 084 | |a 60G05 |2 msc | ||
| 084 | |a MAT 038f |2 stub | ||
| 084 | |a 03H05 |2 msc | ||
| 084 | |a 60Hxx |2 msc | ||
| 084 | |a MAT 606f |2 stub | ||
| 100 | 1 | |a Herzberg, Frederik |d 1981- |e Verfasser |0 (DE-588)131549162 |4 aut | |
| 245 | 1 | 0 | |a Stochastic calculus with infinitesimals |c Frederik S. Herzberg |
| 264 | 1 | |a Berlin [u.a] |b Springer |c 2013 | |
| 300 | |a XVIII, 112 S. |c 235 mm x 155 mm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in mathematics |v 2067 | |
| 650 | 0 | 7 | |a Stochastische Analysis |0 (DE-588)4132272-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastische Analysis |0 (DE-588)4132272-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-3-642-33149-7 |
| 830 | 0 | |a Lecture notes in mathematics |v 2067 |w (DE-604)BV000676446 |9 2067 | |
| 856 | 4 | |q text/html |u http://deposit.dnb.de/cgi-bin/dokserv?id=4096317&prov=M&dok_var=1&dok_ext=htm |3 Inhaltstext | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u 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 |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-025426984 | |
Record in the Search Index
| _version_ | 1807954444492472320 |
|---|---|
| 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 |
| classification_tum | MAT 038f MAT 606f |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV040599216</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20121205</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">121129s2013 |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">12N33</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">1024864006</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3642331483</subfield><subfield code="c">: Pb. : ca. EUR 37.40 (DE)</subfield><subfield code="9">3-642-33148-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642331480</subfield><subfield code="c">: Pb. : ca. EUR 37.40 (DE)</subfield><subfield code="9">978-3-642-33148-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)820433209</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB1024864006</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91G</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-29T</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">510.22</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 850</subfield><subfield code="0">(DE-625)143199:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60G05</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 038f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">03H05</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60Hxx</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 606f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Herzberg, Frederik</subfield><subfield code="d">1981-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)131549162</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic calculus with infinitesimals</subfield><subfield code="c">Frederik S. Herzberg</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a]</subfield><subfield code="b">Springer</subfield><subfield code="c">2013</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XVIII, 112 S.</subfield><subfield code="c">235 mm x 155 mm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Lecture notes in mathematics</subfield><subfield code="v">2067</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Analysis</subfield><subfield code="0">(DE-588)4132272-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische Analysis</subfield><subfield code="0">(DE-588)4132272-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-642-33149-7</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Lecture notes in mathematics</subfield><subfield code="v">2067</subfield><subfield code="w">(DE-604)BV000676446</subfield><subfield code="9">2067</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="q">text/html</subfield><subfield code="u">http://deposit.dnb.de/cgi-bin/dokserv?id=4096317&prov=M&dok_var=1&dok_ext=htm</subfield><subfield code="3">Inhaltstext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-025426984</subfield></datafield></record></collection> |
| id | DE-604.BV040599216 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-21T00:21:58Z |
| institution | BVB |
| isbn | 3642331483 9783642331480 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025426984 |
| oclc_num | 820433209 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM DE-824 DE-188 DE-83 DE-11 DE-29T |
| owner_facet | DE-91G DE-BY-TUM DE-824 DE-188 DE-83 DE-11 DE-29T |
| physical | XVIII, 112 S. 235 mm x 155 mm |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Springer |
| record_format | marc |
| 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 |
| volume_link | (DE-604)BV000676446 |
| work_keys_str_mv | AT herzbergfrederik stochasticcalculuswithinfinitesimals |