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Introduction Stochastic Integration by Kuo Hui Hsiung (27 results)
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Introduction to Stochastic Integration (Universitext)
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Paperback. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 0.93.
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Introduction to Stochastic Integration.
Published by Berlin ; New York: Springer (Universitext), 2006
ISBN 10: 0387287205 ISBN 13: 9780387287201
Language: English
First Edition
US$ 60.28
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Add to basketCondition: Sehr gut. Formateinband: Broschierte Ausgabe XIII, 278 S. (23,5 cm) 1st Edition; Sehr guter Zustand. Sprache: Englisch Gewicht in Gramm: 600 [Stichwörter: Stochastik, Stochastische Integration, Brownian Motion, Stochastic Integrals for Martingales, The Ito-Formula, Multiple Wiener-Ito Integrals, Stochastic Differential Equations etc.].
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Introduction to Stochastic Integration (Paperback)
Published by Springer-Verlag New York Inc., New York, NY, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Language: English
First Edition
Paperback. Condition: new. Paperback. Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a 'friendly' introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY It was the beginning of the It o calculus, the counterpart of the LeibnizNewton calculus for random functions. The It o formula is the chain rule for the Itocalculus.Butitcannotbe expressed as in the LeibnizNewton calculus in terms of derivatives, since a Brownian motion path is nowhere di?erentiable. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Add to basketPaperback. Condition: As new. Titel: Introduction to Stochastic Integration. Jaar van uitgave: 2006. Taal: Engels. Lichte gebruik-/opslagsporen.
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Introduction to Stochastic Integration (Universitext)
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Introduction to Stochastic Integration
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Introduction to Stochastic Integration
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Condition: New. pp. 296.
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Introduction to Stochastic Integration (Universitext)
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Add to basketCondition: New. Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This book provides an introduction to the Ito calculus. Series: Universitext. Num Pages: 279 pages, 2 black & white illustrations, 2 black & white tables, biography. BIC Classification: PBWL. Category: (UU) Undergraduate. Dimension: 235 x 156 x 18. Weight in Grams: 434. . 2005. 2006th Edition. Paperback. . . . .
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Add to basketPaperback. Condition: Brand New. 1st edition. 278 pages. 9.00x6.00x0.50 inches. In Stock.
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paperback. Condition: New. In shrink wrap. Looks like an interesting title!
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Condition: New. Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This book provides an introduction to the Ito calculus. Series: Universitext. Num Pages: 279 pages, 2 black & white illustrations, 2 black & white tables, biography. BIC Classification: PBWL. Category: (UU) Undergraduate. Dimension: 235 x 156 x 18. Weight in Grams: 434. . 2005. 2006th Edition. Paperback. . . . . Books ship from the US and Ireland.
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Introduction to Stochastic Integration
Published by Springer New York, Springer New York Nov 2005, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Add to basketTaschenbuch. Condition: Neu. Neuware -In the Leibniz¿Newton calculus, one learns the di erentiation and integration of deterministic functions. A basic theorem in di erentiation is the chain rule, which gives the derivative of a composite of two di erentiable functions. The chain rule, when written in an inde nite integral form, yields the method of substitution. In advanced calculus, the Riemann¿Stieltjes integral is de ned through the same procedure of ¿partition-evaluation-summation-limit¿ as in the Riemann integral. In dealing with random functions such as functions of a Brownian motion, the chain rule for the Leibniz¿Newton calculus breaks down. A Brownian motionmovessorapidlyandirregularlythatalmostallofitssamplepathsare nowhere di erentiable. Thus we cannot di erentiate functions of a Brownian motion in the same way as in the Leibniz¿Newton calculus. In 1944 Kiyosi It¿ o published the celebrated paper ¿Stochastic Integral¿ in the Proceedings of the Imperial Academy (Tokyo). It was the beginning of the It¿ o calculus, the counterpart of the Leibniz¿Newton calculus for random functions. In this six-page paper, It¿ o introduced the stochastic integral and a formula, known since then as It¿ ös formula. The It¿ o formula is the chain rule for the It¿ocalculus.Butitcannotbe expressed as in the Leibniz¿Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di erentiable. The It¿ o formula can be interpreted only in the integral form. Moreover, there is an additional term in the formula, called the It¿ o correction term, resulting from the nonzero quadratic variation of a Brownian motion.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 296 pp. Englisch.
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Introduction to Stochastic Integration
Published by Springer New York, Springer New York, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Language: English
US$ 89.77
Convert currencyUS$ 72.88 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - In the Leibniz-Newton calculus, one learns the di erentiation and integration of deterministic functions. A basic theorem in di erentiation is the chain rule, which gives the derivative of a composite of two di erentiable functions. The chain rule, when written in an inde nite integral form, yields the method of substitution. In advanced calculus, the Riemann-Stieltjes integral is de ned through the same procedure of 'partition-evaluation-summation-limit' as in the Riemann integral. In dealing with random functions such as functions of a Brownian motion, the chain rule for the Leibniz-Newton calculus breaks down. A Brownian motionmovessorapidlyandirregularlythatalmostallofitssamplepathsare nowhere di erentiable. Thus we cannot di erentiate functions of a Brownian motion in the same way as in the Leibniz-Newton calculus. In 1944 Kiyosi It o published the celebrated paper 'Stochastic Integral' in the Proceedings of the Imperial Academy (Tokyo). It was the beginning of the It o calculus, the counterpart of the Leibniz-Newton calculus for random functions. In this six-page paper, It o introduced the stochastic integral and a formula, known since then as It o's formula. The It o formula is the chain rule for the It ocalculus.Butitcannotbe expressed as in the Leibniz-Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di erentiable. The It o formula can be interpreted only in the integral form. Moreover, there is an additional term in the formula, called the It o correction term, resulting from the nonzero quadratic variation of a Brownian motion.
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Introduction to Stochastic Integration (Paperback)
Published by Springer-Verlag New York Inc., New York, NY, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Language: English
First Edition
US$ 163.97
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Add to basketPaperback. Condition: new. Paperback. Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a 'friendly' introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY It was the beginning of the It o calculus, the counterpart of the LeibnizNewton calculus for random functions. The It o formula is the chain rule for the Itocalculus.Butitcannotbe expressed as in the LeibnizNewton calculus in terms of derivatives, since a Brownian motion path is nowhere di?erentiable. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Introduction to Stochastic Integration
Published by Springer New York Nov 2005, 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
US$ 83.84
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Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus.From the reviews:'Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a 'friendly' introduction because of the clear presentation and flow of the contents.' --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY 296 pp. Englisch.
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Introduction to Stochastic Integration
Published by Springer-Verlag New York Inc., 2005
ISBN 10: 0387287205 ISBN 13: 9780387287201
Language: English
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
US$ 97.57
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Add to basketPaperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 446.
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US$ 110.49
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Add to basketCondition: New. Print on Demand pp. 296 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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US$ 72.41
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Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a concise introduction to the theory of stochastic integration, also called the Ito calculusCloses the gap between more technically advanced books like Karatzas and Shreve (Springer) and less rigourous but more intuitive approaches such a.
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US$ 120.55
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Add to basketCondition: New. PRINT ON DEMAND pp. 296.
