Brownian Motion, Martingales, and Stochastic Calculus

Brownian Motion and Stochastic Calculus 1468403044, 9781468403046

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Brownian Motion, Martingales, and Stochastic Calculus [1 ed.] 3319310887, 9783319310886, 9783319310893

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the

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Nonlinear Expectations and Stochastic Calculus Under Uncertainty: With Robust CLT and G-Brownian Motion 3662599023, 9783662599020

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonl

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Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

777 175 34MB Read more

Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

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Brownian motion and stochastic calculus [2 ed.] 0387976558, 3540976558, 0387965351, 1972373374, 1973213214

2,303 371 4MB Read more

Brownian Motion: An Introduction to Stochastic Processes 9783110278989

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Wi

1,226 194 3MB Read more

Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling Book 95) 9783662599037, 9783662599020, 3662599031

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonl

201 90 20MB Read more

Stochastic Processes and Calculus

1,688 206 4MB Read more

Stochastic Mechanics: The Unification of Quantum Mechanics with Brownian Motion 9783031314483, 9783031314476, 3031314484

Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues enco

223 113 8MB Read more