Der Itô-Kalkül (English, Thomas Deck)
by Thomas Deck
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540253921
ISBN-10
3540253920
Author
Thomas Deck
About the Book
Dieses Buch behandelt stochastische Integrale bez�glich der Brownschen Bewegung, den daraus resultierenden It�schen Differentialkalk�l und einige Anwendungen. Ausgezeichnet f�r Anwender: Der Autor minimiert die mathematischen Voraussetzungen, und er entwickelt den It�-Kalk�l im ersten Schritt ohne Martingale. Zwei Besonderheiten, die daf�r sorgen, dass tiefer liegende stochastische Methoden zun�chst nicht ben�tigt werden. Erst im zweiten Schritt…
ISBN: 9783540253921
ISBN-13: 9783540253921
ISBN-10: 3540253920
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Product ID: isbn-9783540253921
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