布朗运动和随机计算（第2版） 下载 mobi epub pdf 电子书 2024

☆☆☆☆☆
简体网页||繁体网页

点击这里下载

类似图书 点击查看全场最低价

---

编辑推荐

　　《布朗运动和随机计算》(第2版)初版于1988年，1991年出第2版，之后Springer已重印8次，《布朗运动和随机计算》(第2版)是2005年的第8次重印版。

内容简介

　　本书是Springer《数学研究生丛书》之113卷，是国内外公认的金融数学经典教材，各章有习题详解。本书初版于1988年，1991年出第2版，之后Springer已重印8次,本书是2005年的第8次重印版。

目录

Preface
Suggestions for the Reader
Interdependence of the Chapters
Frequently Used Notation
CHAPTER 1 Martingales， Stopping Times， and Filtrations
1.1. Stochastic Processes and (y-Fields
1.2. Stopping Times
1.3. Continuous-Time Martingales
1.4. The Doob-Meyer Decomposition
1.5. Continuous， Square-Integrable Martingales
1.6. Solutions to Selected Problems
1.7. Notes
CHAPTER 2 Brownian Motion
2.1. Introduction
2.2. First Construction of Brownian Motion
2.3. Second Construction of Brownian Motion
2.4. The Space C[0， ∞)， Weak Convergence， and Wiener Measure
2.5. The Markov Property
2.6. The Strong Markov Property and the Reflection Principle
2.7. Brownian Filtrations
2.8. Computations Based on Passage Times
2.9. The Brownian Sample Paths
2.10. Solutions to Selected Problems
2.11. Notes
CHAPTER 3 Stochastic Integration
3.1 Introduction
3.2 Construction of the Stochastic Integral
3.3 The Change-of-Variable Formula
3.4 Representations of Continuous Martingales in Terms of Brownian Motion
……
CHAPTER 4 Brownian Motion and Partial Differential Equations
CHAPTER 5 Stochastic Differential Equations
CHAPTER 6 P.Levys Theory of Brownian Local Time
Bibliography
Index

前言/序言

　　Two of the most fundamental concepts in the theory of stochastic processes are the Markov property and the martingale property.* This book is written for readers who are acquainted with both of these ideas in the discrete-time setting， and who now wish to explore stochastic processes in their continuoustime context. It has been our goal to write a systematic and thorough exposition of this subject， leading in many instances to the frontiers of knowledge.At the same time， we have endeavored to keep the mathematical prerequisites as low as pos..

布朗运动和随机计算（第2版） 下载 mobi epub pdf txt 电子书 格式

评分☆☆☆☆☆

书是很好的

评分☆☆☆☆☆

好书，买回来慢慢学习，快递很给力

评分☆☆☆☆☆

好书好书好书好书好书好书

评分☆☆☆☆☆

经典好书，参考必备，值得拥有

评分☆☆☆☆☆

印刷质量一般

评分☆☆☆☆☆

东西不错，快递也很给力！

评分☆☆☆☆☆

随机最近很火热，学习学习随机知识。

评分☆☆☆☆☆

数学专业学习好。有教育意义的书籍，推荐给大家分享的东西

评分☆☆☆☆☆

Springer的GTM系列基本上都是经典，推荐给数学爱好者！

类似图书 点击查看全场最低价