【预订】Stochastic Calculus of Variations in Mathematical Financ 国外库房发货，通常付款后3-5周到货！
Product Details 基本信息 ISBN-13 书号 9783540434313 Author 作者 Malliavin Format 版本 精装 Pages Number 页数 null页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2005-11-03 Product Dimensions 商品尺寸 24.2 x 16.2 x 1.4 cm Shipping Weight 商品重量 0.4 kg Language 语种 其它（含多语） Book Contents 内容简介 Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for nume
¥608.00
【预订】Stochastic Calculus of Variations in Mathematical Financ 国外库房发货，通常付款后3-5周到货！
Product Details 基本信息 ISBN-13 书号 9783642077838 Author 作者 Malliavin Format 版本 平装-胶订 Pages Number 页数 null页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2010-11-30 Product Dimensions 商品尺寸 23.4 x 15.6 x 0.8 cm Shipping Weight 商品重量 0.2 kg Language 语种 其它（含多语） Book Contents 内容简介 Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes f
¥608.00
预订 Stochastic Calculus of Variations in Mathematical Finance 【全球购】进口原版图书，约3-6周到达国内后发出
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3-6周达 Stochastic Calculus of Variations in Mathematical Fina 【全球购】进口原版图书，一般3-6周左右到国内后发出
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随机损伤力学：Stochastic Damage Mechanics
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Stochastic Limit Theory: An Introduction for Econometricians
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Stochastic Partial Differential Equations 9783030890025 现货图书
Product Details 基本信息 ISBN-13 书号 9783030890025 Author 作者 ?tienne Pardoux Format 版本 平装-胶订 Pages Number 页数 74页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2021-11-12 Language 语种 其它（含多语） Book Contents 内容简介 This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population dynamics, neurophysiology, finance and signal processing. The central part of the book studies SPDEs as infinite-dimensional SDEs, based on the variational approach to PDEs. This extends both the classical It? formulation and the martingale problem approach due to Stroock and Varadhan. The final chapter considers the solution of a space-time white noise-dri
¥293.00
Stochastic Analysis and Diffusion Processes
Product Details 基本信息 ISBN-13 书号 9780199657070 Author 作者 Kallianpur, Gopinath Pages Number 页数 368页 Publisher 出版社 Oxford University Press, USA Publication Date 出版日期 2014年02月06日 Product Dimensions 商品尺寸 22.9 x 15.2 x 0.0 cm Shipping Weight 商品重量 544 Language 语种 英文 Book Description 内容简介 Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. The breadth and power of Stochastic Analysis, and probabilistic behavior of diffusion processes are told without compromising on the mathematical details. Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. T
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[预定]Stochastic Modeling: Analysis & Simulation 海外预定商品，预计60-90天发货，非质量问题不支持退货
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Stochastic Differential Equations and Applications 英文原版 随机微分
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预订 Stochastic Calculus for Finance I: The Binomial 国外库房发货，通常付款后3-5周到货
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Stochastic Calculus and Applications 现货图书
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Stochastic Differential Equations and Applications 英文版 随机微分方
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Stochastic Thermodynamics 随机热力学:简介 现货图书
Product Details 基本信息 ISBN-13 书号 9780691201771 Author 作者 PelitiLuca Pages Number 页数 272页 Publisher 出版社 Princeton University Press Publication Date 出版日期 20210706 Product Dimensions 商品尺寸 0 x 0 x 0 cm Book Description 内容简介 The first comprehensive graduate-level introduction to stochastic thermodynamicsStochastic thermodynamics is a well-defined subfield of statistical physics that aims to interpret thermodynamic concepts for systems, ranging in size from a few to hundreds of nanometers, the behavior of which is inherently random due to thermal fluctuations. This growing field therefore describes the nonequilibrium dynamics of small systems, such as artificial nanodevices and biological molecular machines, which are of increasing scientific and technological relevance.This textbook provides an up-to-date pedagogical introduction to stochastic thermodynamics, guiding r
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Product Details 基本信息 ISBN-13 书号 9781107008007 Author 作者 Richard F. Bass Format 版本 精装 Pages Number 页数 406页 Publisher 出版社 Cambridge University Press Publication Date 出版日期 2011年11月28日 Product Dimensions 商品尺寸 21.5 x 2.5 x 25.3 cm Shipping Weight 商品重量 898 g Language 语种 英语 Book Description 内容简介 This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the
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Stochastic Simulation: Algorithms and Analysis 现货图书
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Stochastic Calculus for Finance I
Product Details 基本信息 ISBN-13 书号 9780387249681 Author 作者 Shreve Pages Number 页数 187页 Publication Date 出版日期 20050628 Product Dimensions 商品尺寸 0 x 0 x 0 cm Book Description 内容简介 Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master s program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion proce
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Stochastic Processes: Theory for Applications 现货图书
Product Details 基本信息 ISBN-13 书号 9781107039759 Author 作者 Gallager, Robert Pages Number 页数 553页 Publisher 出版社 Cambridge University Press Publication Date 出版日期 2013年12月12日 Product Dimensions 商品尺寸 22.9 x 15.2 x 2.5 cm Shipping Weight 商品重量 1224 Language 语种 英文 Book Description 内容简介 This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, h
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Stochastic Equations in Infinite Dimensions
Product Details 基本信息 ISBN-13 书号 9781107055841 Author 作者 Da Prato, Giuseppe Pages Number 页数 456页 Publisher 出版社 Cambridge University Press Publication Date 出版日期 2014年05月31日 Language 语种 英文 Book Description 内容简介 Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. In the first part the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties o
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【现货】Stochastic Partial Differential Equations and
Product Details 基本信息 ISBN-13 书号 9783540172116 Author 作者 Giuseppe Da Prato,Luciano Tubaro Format 版本 平装 Pages Number 页数 266页 Publisher 出版社 Springer-Verlag Berlin and Heidelberg GmbH Co. K; 1987 Publication Date 出版日期 1987年4月22日 Product Dimensions 商品尺寸 15.6 x 1.4 x 23.4 cm Shipping Weight 商品重量 848 g Language 语种 英语 Book Description 内容简介 Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the
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Stochastic Differential Equations for Science and Engineerin 现货图书
Product Details 基本信息 ISBN-13 书号 9781032232171 Author 作者 Uffe H?gsbro Thygesen Format 版本 精装 Pages Number 页数 380页 Publisher 出版社 Chapman and Hall/CRC Publication Date 出版日期 2023-06-15 Product Dimensions 商品尺寸 234 x 156 mm (6.14 x 9.21 Language 语种 其它（含多语） Book Contents 内容简介 Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code
¥834.00
Stochastic Calculus for Finance II 9781441923110 现货图书
Product Details 基本信息 ISBN-13 书号 9781441923110 Author 作者 Shreve Format 版本 平装-胶订 Pages Number 页数 550页 Publication Date 出版日期 2010-12-01 Language 语种 英语 Book Contents 内容简介 Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master’s program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measu
¥468.00
Stochastic Processes, 2Nd Edition 9780471120629 现货图书
Product Details 基本信息 ISBN-13 书号 9780471120629 Author 作者 Sheldon M. Ross Format 版本 精装 Pages Number 页数 528页 Publisher 出版社 Wiley Publication Date 出版日期 1995-01-25 Shipping Weight 商品重量 1010g Language 语种 英语 Book Contents 内容简介 This book contains material on compound Poisson random variables including an identity which can be used to efficiently compute moments, Poisson approximations, and coverage of the mean time spent in transient states as well as examples relating to the Gibba s sampler, the Metropolis algorithm and mean cover time in star graphs.
¥3263
Stochastic Volatility Modeling
Product Details 基本信息 ISBN-13 书号 9781482244069 Author 作者 Lorenzo Bergomi Pages Number 页数 524页 Publication Date 出版日期 20160105 Product Dimensions 商品尺寸 0 x 0 x 0 cm Shipping Weight 商品重量 884 Book Description 内容简介 Written by a leading contributor to volatility modeling and Risk s 2009 Quant of the Year, this book explains how stochastic volatility is used to tackle practical issues arising in the modeling of derivatives. With many unpublished results and insights, the book addresses the practicalities of modeling local volatility, local-stochastic volatility, and multi-asset stochastic volatility. It covers forward-start options, variance swaps, options on realized variance, timer options, VIX futures and options, and daily cliquets.
¥737.00
Stochastic Game Strategies and their Applications 9781032237
Product Details 基本信息 ISBN-13 书号 9781032237954 Author 作者 Bor-Sen Chen Format 版本 平装-胶订 Pages Number 页数 610页 Publication Date 出版日期 2021-12-13 Product Dimensions 商品尺寸 254 x 178 mm (7 x 10) Language 语种 其它（含多语） Book Contents 内容简介 This book introduces recent stochastic cooperative and noncooperative game strategy design methods for engineering systems, social networks and biological networks. It further discusses general theory, stochastic games in control system designs, signal processing and communication, management and financial systems, and biological systems.
¥580.00
预订Stochastic Modelling and Control 预订，预计下单后2-3周左右发货！
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预订Stochastic Thermodynamics:An Introduction 预订，预计下单后2-3周左右发货！
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预订Stochastic Orders 预订，预计下单后2-3周左右发货！
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预订Stochastic Modelling of Big Data in Finance 预订，预计下单后3-6周左右发货！
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预订Stochastic Calculus for Finance II:Continuous-Time Models 预订，预计下单后2-3周左右发货！
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预订Stochastic Modeling-Based Dgps Estimation Algorith
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预订Stochastic Differential Equations:An Introduction with App 预订，预计下单后3-4周左右发货！
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海外直订Stochastic Process Variation in Deep-Submicron CMOS: Cir
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海外直订Stochastic Programming 随机规划
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现货 Stochastic Analysis on Manifolds [ISBN:9780821808023] 进口原版，现货速发
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海外直订Stochastic Hybrid Systems: Theory and Safety Critical Ap
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海外直订Stochastic Distribution Control System Design: A Convex
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海外直订Stochastic Climate Models 随机气候模型
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现货 Stochastic Control Theory:Dynamic Programming Principle ( 进口原版，现货速发
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海外直订Stochastic Process Variation in Deep-Submicron CMOS: Cir
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海外直订Stochastic Control of Hereditary Systems and Application
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海外直订Stochastic Hydrology and Its Use in Water Resources Syst
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现货 Stochastic Differential Equations [ISBN:9783642882661] 进口原版，现货速发
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海外直订Stochastic Computing: Techniques and Applications 随机计算：技
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海外直订Stochastic Reachability Analysis of Hybrid Systems 混合系统的
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现货 Stochastic Flows and Jump-Diffusions [ISBN:9789811338007] 进口原版，现货速发
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预订 Stochastic Volatility Modeling 预订，预计下单后3-4周左右发货！
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现货 Stochastic Approximation and Recursive Algorithms and App 进口原版，现货速发
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海外直订Stochastic Switching Systems: Analysis and Design 随机切换系统
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海外直订Stochastic and Statistical Methods in Hydrology and Envi
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海外直订Stochastic Population Models: A Compartmental Perspectiv
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海外直订Stochastic Resonance: Theory and Applications 随机共振：理论与应用
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海外直订Stochastic Cooling of Particle Beams 粒子束的随机冷却
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英文原版 Stochastic Processes 随机过程 Richard F. Bass 剑桥统计与概率数学系列 精
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英文原版 Stochastic Modeling 随机建模 分析和仿真 Barry L. Nelson 英文版 进口英语
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Basic Stochastic Processes 9783540761754 现货图书
Product Details 基本信息 ISBN-13 书号 9783540761754 Author 作者 Brzezniak Format 版本 平装-胶订 Pages Number 页数 226页 Publisher 出版社 Springer London Publication Date 出版日期 1998-10-16 Language 语种 英语 Book Contents 内容简介 This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in probability and stochastic processes, who wish to study on their own. The main prerequisite is probability theory: probability measures, random variables, expectation, independence, conditional probability, and the laws of large numbers. The only other prerequisite is calculus. This covers limits, series, the notion of continuity, differentiation and the Riemann integral. Familiarity with the Lebesgue integral would be a bonus. A certain level of fundamental mathematical experience, such as elementary se
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