內容簡介
《隨機積分導論(第2版)(英文版)》是一部可讀性很強的講述隨機積分和隨機微分方程的入門教程。將基本理論和應用巧妙結閤,非常適閤學習過概率論知識的研究生,學習隨機積分。運用現代方法,隨機積分的定義是為瞭可料被積函數和局部鞅,緊接著是連續鞅的變分公式ito變化。《隨機積分導論(第2版)(英文版)》包括在布朗運動的描述、鞅的hermite多項式、feynman-kac泛函和schrodinger方程。這是第二版,討論瞭cameron-martin-giranov變換,並且在最後一章引入隨機微分方程和一些學生用的練習。
內頁插圖
目錄
Preface
Preface to the First Edition
Abbreviations and Symbols
1. Preliminaries
1.1 Notations And Conventions
1.2 Measurability, Lp Spaces And Monotone Class Theorems
1.3 Functions of Bounded Variation And Stieltjes Integrals
1.4 Probability Space, Random Variables, Filtration
1.5 Convergence, Conditioning
1.6 Stochastic Processes
1.7 Optional Times
1.8 Two Canonical Processes
1.9 Martingales
1.10 Local Martingales
1.11 Exercises
2. Definition of The Stochastic Integral
2.1 Introduction
2.2 Predictable Sets And Processes
2.3 Stochastic Intervals
2.4 Measure on The Predictable Sets
2.5 Definition of The Stochastic Integral
2.6 Extension To Local Integrators And Integrands
2.7 Substitution Formula
2.8 A Sufficient Condition for Extendability of Hz
2.9 Exercises
3. Extension of The Predictable Integrands
3.1 Introduction
3.2 Relationship Between P, O, And Adapted Processes
3.3 Extension of The Integrands
3.4 A Historical Note
3.5 Exercises
4. Quadratic Variation Process
4.1 Introduction
4.2 Definition And Characterization of Quadratic Variation
4.3 Properties of Quadratic Variation For An L2-Wartingale
4.4 Direct Definition of ΜM
4.5 Decomposition of (M)2
4.6 A Limit Theorem
4.7 Exercises
5. The Ito Formula
5.1 Introduction
5.2 One-Dimensional It5 Formula
5.3 Mutual Variation Process
5.4 Multi-Dimensional It5 Formula
5.5 Exercises
……
6. Applications of The Ito Formula
7. Local Time and Tanaka's Formula
8. Reflected Brownian Motions
9. Generalized Fro Formula,Change of Time and Measure
10. Stochastic Differential Equations
前言/序言
隨機積分導論(第2版,英文版) [Introduction to Stochastic Integration(Second Edition)] epub pdf mobi txt 電子書 下載 2024
隨機積分導論(第2版,英文版) [Introduction to Stochastic Integration(Second Edition)] 下載 epub mobi pdf txt 電子書
隨機積分導論(第2版,英文版) [Introduction to Stochastic Integration(Second Edition)] mobi pdf epub txt 電子書 下載 2024
評分
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圖書塑封瞭,總體可以好評
評分
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他在大廳裏,我就不能去前廳躺在窗下。我心情很糟地離開宅子,慢吞吞朝學校走去。空氣凜冽濕冷,我心中已然不安起來。
評分
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鍾老師的書,先收藏。。。
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評分
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九點鍾時我聽到叔父用彈簧鑰匙開門廳。我聽到他自言自語,聽到他把外套搭在衣帽架上,衣帽架搖晃的聲音。我很明白這些跡象。他晚飯吃到一半,我就求他給我錢好去集市。他全忘瞭。
評分
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叔父說他很抱歉自己全忘瞭。他說他很相信那句老話:隻工作不玩耍,聰明孩子也變傻。他問我想去哪裏,我又跟他說瞭一迴,他便問我是否知道那首《阿拉伯人告彆坐騎》。我走齣廚房的時候,他正要給嬸嬸背誦開篇的幾句詩行。
評分
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——恐怕這個禮拜六晚上你去不瞭集市瞭。
評分
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商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!商品不錯!
評分
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終於如願以償看到本書~哈哈~
隨機積分導論(第2版,英文版) [Introduction to Stochastic Integration(Second Edition)] epub pdf mobi txt 電子書 下載 2024