Probability Theory II
portes grátis
Probability Theory II
Stochastic Calculus
Pascucci, Andrea
Springer International Publishing AG
09/2024
426
Mole
9783031631924
15 a 20 dias
Descrição não disponível.
1 Stochastic processes.- 2 Markov processes.- 3 Continuous processes.- 4 Brownian motion.- 5 Poisson process.- 6 Stopping times.- 7 Strong Markov property.- 8 Continuous martingales.- 9 Theory of variation.- 10 Stochastic integral.- 11 Ito's formula.- 12 Multidimensional stochastic calculus.- 13 Change of measure and martingale representation.- 14 Stochastic differential equations.- 15 Feynman-Kac formulas.- 16 Linear stochastic equations.- 17 Strong solutions.- 18 Weak solutions.- 19 Complements.-20 A primer on parabolic PDEs.
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Stochastic differential equations;Martingale;Brownian motion;Ito integral;Markov process;Stochastic calculus;Ito formula;Stochastic process
1 Stochastic processes.- 2 Markov processes.- 3 Continuous processes.- 4 Brownian motion.- 5 Poisson process.- 6 Stopping times.- 7 Strong Markov property.- 8 Continuous martingales.- 9 Theory of variation.- 10 Stochastic integral.- 11 Ito's formula.- 12 Multidimensional stochastic calculus.- 13 Change of measure and martingale representation.- 14 Stochastic differential equations.- 15 Feynman-Kac formulas.- 16 Linear stochastic equations.- 17 Strong solutions.- 18 Weak solutions.- 19 Complements.-20 A primer on parabolic PDEs.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
