Stochastic Calculus via Regularizations
portes grátis
Stochastic Calculus via Regularizations
Russo, Francesco; Vallois, Pierre
Springer International Publishing AG
11/2022
638
Dura
Inglês
9783031094453
15 a 20 dias
1166
Descrição não disponível.
- 1. Review on Basic Probability Theory. - 2. Processes, Brownian Motion and Martingales. - 3. Fractional Brownian Motion and Related Processes. - 4. Stochastic Integration via Regularization. - 5. Ito Integrals. - 6. Stability of the Covariation and Ito's Formula. - 7. Change of probability and martingale representation. - 8. About finite quadratic variation: examples. - 9. Hermite Polynomials and Wiener Chaos. - 10. Elements of Wiener Analysis. - 11. Elements of Non-causal Calculus. - 12. Ito Classical Stochastic Differential Equations. - 13. Ito SDEs with Non-Lipschitz Coefficients. - 14. Foellmer-Dirichlet Processes. - 15. Weak Dirichlet Processes. - Stochastic Calculus with n-Covariations. - Calculus via Regularization and Rough Paths.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Stochastic Analysis;Pathwise Stochastic Integration and Calculus;Rough Paths;Finite Quadratic Variation Processes;Malliavin Calculus;Dirichlet Processes;Lyons-Zheng Processes;Stochastic Differential Equations;Feynman-Kac Formulae
- 1. Review on Basic Probability Theory. - 2. Processes, Brownian Motion and Martingales. - 3. Fractional Brownian Motion and Related Processes. - 4. Stochastic Integration via Regularization. - 5. Ito Integrals. - 6. Stability of the Covariation and Ito's Formula. - 7. Change of probability and martingale representation. - 8. About finite quadratic variation: examples. - 9. Hermite Polynomials and Wiener Chaos. - 10. Elements of Wiener Analysis. - 11. Elements of Non-causal Calculus. - 12. Ito Classical Stochastic Differential Equations. - 13. Ito SDEs with Non-Lipschitz Coefficients. - 14. Foellmer-Dirichlet Processes. - 15. Weak Dirichlet Processes. - Stochastic Calculus with n-Covariations. - Calculus via Regularization and Rough Paths.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
