Brownian Motion and Stochastic Calculus (Gebundene Ausgabe) von Ioannis Karatzas, Steven Shreve Kurzbeschreibung: 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 this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential 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.-- Dieser Text bezieht sich auf eine andere Ausgabe:Taschenbuch Lesen Sie mehr... Rezensionen ansehen...   Angebote zu  Brownian ,  Motion ,  Stochastic  ab 1 Euro! Siehe auch folgende Artikel: Stochastic Differential Equations. An Introduction with Applications (Hochschultext / Universitext) von Bernt Oeksendal Stochastic Calculus for Finance II. Continuous-Time Models: Continuous-time Models: v. 2 (Springer Finance) von Steven E. Shreve Methods of Mathematical Finance (Applications of Mathematics) von Ioannis Karatzas Stochastic Calculus for Finance I. The Binomial Asset Pricing Model: Binomial Asset Pricing Model v. 1 (Springer Finance) von Steven E. Shreve Mehr zu  Stochastik Home ...,    Verwandte produkte ...,    Begleitseite ... Herausgeber dieser Seite ist DomainLoc.com GmbH - Partner von Amazon.de Copyright © DomainLoc.com GmbH (Impressum)