標(biāo)題: Titlebook: Brownian Motion and Stochastic Calculus; Ioannis Karatzas,Steven E. Shreve Textbook 1998Latest edition Springer Science+Business Media New [打印本頁(yè)] 作者: 凝固 時(shí)間: 2025-3-21 16:06
書(shū)目名稱(chēng)Brownian Motion and Stochastic Calculus影響因子(影響力)
書(shū)目名稱(chēng)Brownian Motion and Stochastic Calculus影響因子(影響力)學(xué)科排名
書(shū)目名稱(chēng)Brownian Motion and Stochastic Calculus網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱(chēng)Brownian Motion and Stochastic Calculus網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱(chēng)Brownian Motion and Stochastic Calculus被引頻次
書(shū)目名稱(chēng)Brownian Motion and Stochastic Calculus被引頻次學(xué)科排名
書(shū)目名稱(chēng)Brownian Motion and Stochastic Calculus年度引用
書(shū)目名稱(chēng)Brownian Motion and Stochastic Calculus年度引用學(xué)科排名
書(shū)目名稱(chēng)Brownian Motion and Stochastic Calculus讀者反饋
書(shū)目名稱(chēng)Brownian Motion and Stochastic Calculus讀者反饋學(xué)科排名
作者: 冒失 時(shí)間: 2025-3-21 22:40
0072-5285 n the field of stochastics and finance.This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for t作者: 的是兄弟 時(shí)間: 2025-3-22 02:13
Martingales, Stopping Times, and Filtrations,imensional Euclidean space equipped with the σ-field of Borel sets, i.e., .= ?., .= ? (?.), where ?(.) will always be used to denote the smallest a-field containing all open sets of a topological space . The index . ∈ [O, ∞) of the random variables ., admits a convenient interpretation as 作者: 黃油沒(méi)有 時(shí)間: 2025-3-22 05:51
Stochastic Integration,akes the latter amenable to computation. All of this gave rise to the concept of ordinary differential equations, and it is the application of these equations to the modeling of real-world phenomena which reveals much of the power of calculus.作者: GULP 時(shí)間: 2025-3-22 12:24 作者: handle 時(shí)間: 2025-3-22 15:07
https://doi.org/10.1007/978-3-030-81625-4imensional Euclidean space equipped with the σ-field of Borel sets, i.e., .= ?., .= ? (?.), where ?(.) will always be used to denote the smallest a-field containing all open sets of a topological space . The index . ∈ [O, ∞) of the random variables ., admits a convenient interpretation as 作者: 葡萄糖 時(shí)間: 2025-3-22 20:56 作者: hurricane 時(shí)間: 2025-3-22 22:31
,Wohnhof Dieselgasse 1994–1997,3.C), and the computation of the transition density for Brownian motion with two-valued drift (Section 6.5). This last computation arises in the problem of controlling the drift of a Brownian motion, within prescribed bounds, so as to keep the controlled process near the origin.作者: 不愿 時(shí)間: 2025-3-23 03:12 作者: Diskectomy 時(shí)間: 2025-3-23 06:57
Ioannis Karatzas,Steven E. ShreveA perennial best-seller, now in its fourth printing.Brownian motion is currently a hot topic in mathematics.Karatzas is one of the leaders in the field of stochastics and finance作者: 詞匯記憶方法 時(shí)間: 2025-3-23 11:12 作者: 驕傲 時(shí)間: 2025-3-23 15:10 作者: 柏樹(shù) 時(shí)間: 2025-3-23 18:40 作者: Deadpan 時(shí)間: 2025-3-23 22:54 作者: CAMP 時(shí)間: 2025-3-24 02:56 作者: 牢騷 時(shí)間: 2025-3-24 08:47
https://doi.org/10.1007/978-3-030-81625-4duction of a measurable space (Ω, ?), called the ., on which probability measures can be placed. Thus, a stochastic process is a collection of random variables .; 0≤t<∞} on (Ω, ?), which take values in a second measurable space ., . ) called the . For our purposes, the state space .) will be the d-d作者: 治愈 時(shí)間: 2025-3-24 10:56
,Wohnhof Fuchsenfeld 1999–2003,attributed to the buffeting of the pollen by water molecules, results in a dispersal or . of the pollen in the water. The range of application of Brownian motion as defined here goes far beyond a study of microscopic particles in suspension and includes modeling of stock prices, of thermal noise in 作者: Adenoma 時(shí)間: 2025-3-24 16:13
,Fernheizwerk Süd, Wien 23 1993–1996,hen Newton and Leibniz invented the calculus. The primary components of this invention were the use of differentiation to describe rates of change, the use of integration to pass to the limit in approximating sums, and the fundamental theorem of calculus, which relates the two concepts and thereby m作者: 親屬 時(shí)間: 2025-3-24 22:31 作者: enmesh 時(shí)間: 2025-3-25 02:21 作者: embolus 時(shí)間: 2025-3-25 07:03
,Wohnhof Dieselgasse 1994–1997, to perform computations. This is manifested by the inclusion of the conditional Laplace transform formulas of D. Williams (Subsections 6.3.B, 6.4.C), the derivation of the joint density of Brownian motion, its local time at the origin and its occupation time of the positive half-line (Subsection 6.作者: 使糾纏 時(shí)間: 2025-3-25 08:26
Brownian Motion and Stochastic Calculus978-1-4612-0949-2Series ISSN 0072-5285 Series E-ISSN 2197-5612 作者: MIR 時(shí)間: 2025-3-25 13:43 作者: 摘要記錄 時(shí)間: 2025-3-25 18:16 作者: expansive 時(shí)間: 2025-3-25 22:15 作者: 刻苦讀書(shū) 時(shí)間: 2025-3-26 03:46
,Wohnhof Fuchsenfeld 1999–2003,f partial differential equations (Chapter 4 and Section 5.7). In particular, to each such process there corresponds a second-order parabolic equation which governs the transition probabilities of the process.作者: 放逐某人 時(shí)間: 2025-3-26 05:48
0072-5285 erential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises..978-0-387-97655-6978-1-4612-0949-2Series ISSN 0072-5285 Series E-ISSN 2197-5612 作者: 粉筆 時(shí)間: 2025-3-26 11:47
Martingales, Stopping Times, and Filtrations,duction of a measurable space (Ω, ?), called the ., on which probability measures can be placed. Thus, a stochastic process is a collection of random variables .; 0≤t<∞} on (Ω, ?), which take values in a second measurable space ., . ) called the . For our purposes, the state space .) will be the d-d作者: cognizant 時(shí)間: 2025-3-26 14:34
Brownian Motion,attributed to the buffeting of the pollen by water molecules, results in a dispersal or . of the pollen in the water. The range of application of Brownian motion as defined here goes far beyond a study of microscopic particles in suspension and includes modeling of stock prices, of thermal noise in 作者: Radiation 時(shí)間: 2025-3-26 17:12 作者: 祖先 時(shí)間: 2025-3-26 21:55
Brownian Motion and Partial Differential Equations, few sections to develop this subject systematically; we instead confine our attention to a few illustrative cases of this interplay. Recent monographs on this subject are those of Doob (1984) and Durrett (1984).作者: Esalate 時(shí)間: 2025-3-27 02:40 作者: Kindle 時(shí)間: 2025-3-27 06:35 作者: TEM 時(shí)間: 2025-3-27 11:09
10樓作者: Type-1-Diabetes 時(shí)間: 2025-3-27 14:08
10樓作者: 增長(zhǎng) 時(shí)間: 2025-3-27 18:30
10樓
