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Stochastic calculus and stochastic models /
Stochastic Calculus and Stochastic Models.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
1974.
|
| Colección: | Probability and mathematical statistics ;
25. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 003 | OCoLC | ||
| 005 | 20231120111839.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 141027s1974 nyu ob 000 0 eng d | ||
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| 019 | |a 898771996 |a 903965962 | ||
| 020 | |a 9781483218779 |q (electronic bk.) | ||
| 020 | |a 1483218775 |q (electronic bk.) | ||
| 020 | |z 0124862500 | ||
| 020 | |z 9780124862500 | ||
| 035 | |a (OCoLC)893872926 |z (OCoLC)898771996 |z (OCoLC)903965962 | ||
| 050 | 4 | |a QA274.22 |b .M32 1974eb | |
| 072 | 7 | |a MAT |x 003000 |2 bisacsh | |
| 072 | 7 | |a MAT |x 029000 |2 bisacsh | |
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| 088 | |a 74001640 | ||
| 100 | 1 | |a McShane, E. J. |q (Edward James), |d 1904-1989. | |
| 245 | 1 | 0 | |a Stochastic calculus and stochastic models / |c E.J. McShane. |
| 264 | 1 | |a New York : |b Academic Press, |c 1974. | |
| 300 | |a 1 online resource (x, 239 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Probability and mathematical statistics ; |v 25 | |
| 504 | |a Includes bibliographical references (page 235). | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Front Cover; Stochastic Calculus and Stochastic Models; Copyright Page; Table of Contents; Preface; Acknowledgments; Chapter I. Introduction; 0 Motivation, and a Forward Look; 1 Random Variables; 2 Conditional Expectations; 3 Stochastic Processes; Chapter II. Stochastic Integrals; 1 Stochastic Models and Properties They Should Possess; 2 Definition of the Integral; 3 The Canonical Form; 4 Elementary Properties of the Integral; 5 The It�o-Belated Integral; Chapter III. Existence of Stochastic Integrals; 1 Fundamental Lemma; 2 Existence of the Stochastic Integral: First Theorem. | |
| 505 | 8 | |a 3 Second Existence Theorem4 Third and Fourth Existence Theorems; 5 The Vanishing of Certain Integrals; 6 Special Cases; 7 Examples: Brownian Motions; Point Processes; 8 Extension to the It�o-Belated Integral; Chapter IV. Continuity, Chain Rule, and Substitution; 1 Continuity of Sample Functions; 2 Differentiation of a Composite Function; 3 Applications of It�o's Differentiation Formula; 4 Substitution; 5 Extension to It�o-Belated Integrals; Chapter V. Stochastic Differential Equations; 1 Existence of Solutions of Stochastic Differential Equations. | |
| 505 | 8 | |a 2 Linear Differential Equations and Their Adjoints3 An Approximation Lemma; 4 The Cauchy-Maruyama Approximation; Chapter VI. Equations in Canonical Form; 1 Invariance under Change of Coordinates; 2 Runge-Kutta Approximations; 3 Comparision of Ordinary and Stochastic Differential Equations; 4 Rate of Convergence of Approximations to Solutions; 5 Continuous Dependence of the Solution on the Disturbance; 6 Justification of the Canonical Extension in Stochastic Modeling; References; Subject Index. | |
| 520 | |a Stochastic Calculus and Stochastic Models. | ||
| 650 | 0 | |a Stochastic integrals. | |
| 650 | 0 | |a Stochastic differential equations. | |
| 650 | 6 | |a Int�egrales stochastiques. |0 (CaQQLa)201-0044400 | |
| 650 | 6 | |a �Equations diff�erentielles stochastiques. |0 (CaQQLa)201-0042008 | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Stochastic differential equations |2 fast |0 (OCoLC)fst01133506 | |
| 650 | 7 | |a Stochastic integrals |2 fast |0 (OCoLC)fst01133512 | |
| 650 | 7 | |a Stochastische Differentialgleichung |2 gnd |0 (DE-588)4057621-8 | |
| 650 | 7 | |a Stochastisches Integral |2 gnd |0 (DE-588)4126478-2 | |
| 650 | 7 | |a Wahrscheinlichkeitsrechnung |2 gnd |0 (DE-588)4064324-4 | |
| 776 | 0 | 8 | |i Print version: |a McShane, E.J. (Edward James), 1904- |t Stochastic calculus and stochastic models |z 0124862500 |w (DLC) 74001640 |w (OCoLC)980179 |
| 830 | 0 | |a Probability and mathematical statistics ; |v 25. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780124862500 |z Texto completo |