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随机积分和微分方程 (第2版) Stochastic Integration and Differential Equations 2nd ed.
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Product Details 基本信息 ISBN-13 书号 9781461599920 Author 作者 Protter M. H. Format 版本 平装-胶订 Pages Number 页数 524页 Publisher 出版社 Springer Publication Date 出版日期 1800-01-01 Product Dimensions 商品尺寸 9.21 x 6.14 x 1.05 Shipping Weight 商品重量 1.60磅 Language 语种 其它(含多语)
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Product Details 基本信息 ISBN-13 书号 9783540003137 Author 作者 Protter Format 版本 精装 Pages Number 页数 415页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2003-10-07 Language 语种 英语 Book Contents 内容简介 It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it ’a new approach’. The new edition has several significant changes, most prominently the addition of exercises for solution. These are int
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图书信息 书号: 9783642055607 作者: Philip Protter 装帧: 平装-胶订 页数: 415页 出版社: Springer 尺寸: 0.9 x 0.6 x 0.1 cm 出版日期: 2010-12-01 重量: 1g 语种: 其它(含多语) 内容简介 It has been 15 years since the first edition of Stochastic Integration and D
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Product Details 基本信息 ISBN-13 书号 9783642055607 Author 作者 Protter Format 版本 平装-胶订 Pages Number 页数 415页 Publication Date 出版日期 2010-12-01 Language 语种 英语 Book Contents 内容简介 It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it ’a new approach’. The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas neede
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