Shortcuts
Top of page (Alt+0)
Page content (Alt+9)
Page menu (Alt+8)
Your browser does not support javascript, some WebOpac functionallity will not be available.
.
Default
.
PageMenu
-
Main Menu
-
Simple Search
.
Advanced Search
.
Journal Search
.
Refine Search Results
.
Preferences
.
Search Menu
Simple Search
.
Advanced Search
.
New Items Search
.
Journal Search
.
Refine Search Results
.
Bottom Menu
Help
Italian
.
English
.
German
.
New Item Menu
New Items Search
.
New Items List
.
Links
SISSA Library
.
ICTP library
.
Italian National web catalog (SBN)
.
Trieste University web catalog
.
Udine University web catalog
.
© LIBERO v6.4.1sp220816
Page content
You are here
:
Catalogue Display
Catalogue Display
Mouvement brownien, martingales et calcul stochastique
.
Bookmark this Record
Catalogue Record 29108
.
.
Author info on Wikipedia
.
.
LibraryThing
.
.
Google Books
.
.
Amazon Books
.
Catalogue Information
Catalogue Record 29108
.
Reviews
Catalogue Record 29108
.
British Library
Resolver for RSN-29108
Google Scholar
Resolver for RSN-29108
WorldCat
Resolver for RSN-29108
Catalogo Nazionale SBN
Resolver for RSN-29108
GoogleBooks
Resolver for RSN-29108
ICTP Library
Resolver for RSN-29108
.
Share Link
Jump to link
Catalogue Information
Field name
Details
Dewey Class
519.2
Title
Mouvement brownien, martingales et calcul stochastique ([Ebook]) / by Jean-Francois Le Gall.
Author
Le Gall, Jean-François
Other name(s)
SpringerLink (Online service)
Publication
Berlin, Heidelberg : Springer
, 2013.
Physical Details
VIII, 176 pages, 2 ill. : online resource.
Series
Mathématiques et Applications
1154-483X ; ; 71
ISBN
9783642318986
Summary Note
Cet ouvrage propose une approche concise mais complète de la théorie de l'intégrale stochastique dans le cadre général des semimartingales continues. Après une introduction au mouvement brownien et à ses principales propriétés, les martingales et les semimartingales continues sont présentées en détail avant la construction de l'intégrale stochastique. Les outils du calcul stochastique, incluant la formule d'Itô, le théorème d'arrêt et de nombreuses applications, sont traités de manière rigoureuse. Le livre contient aussi un chapitre sur les processus de Markov et un autre sur les équations différentielles stochastiques, avec une preuve détaillée des propriétés markoviennes des solutions. De nombreux exercices permettent au lecteur de se familiariser avec les techniques du calcul stochastique.This book offers a rigorous and self-contained approach to the theory of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô's formula, the optional stopping theorem and the Girsanov theorem are treated in detail including many important applications. Two chapters are devoted to general Markov processes and to stochastic differential equations, with a complete derivation of Markovian properties of solutions in the Lipschitz case. Numerous exercises help the reader to get acquainted with the techniques of stochastic calculus.:
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site
http://dx.doi.org/10.1007/978-3-642-31898-6
Links to Related Works
Subject References:
Distribution (Probability theory)
.
Mathematics
.
Probability theory and stochastic processes
.
Authors:
Le Gall, Jean-François
.
Corporate Authors:
SpringerLink (Online service)
.
Series:
Mathématiques et Applications
.
Classification:
519.2
.
519.2 (DDC 23)
.
.
ISBD Display
Catalogue Record 29108
.
Tag Display
Catalogue Record 29108
.
Related Works
Catalogue Record 29108
.
Marc XML
Catalogue Record 29108
.
Add Title to Basket
Catalogue Record 29108
.
Catalogue Information 29108
Beginning of record
.
Catalogue Information 29108
Top of page
.
Download Title
Catalogue Record 29108
Export
This Record
As
Labelled Format
Bibliographic Format
ISBD Format
MARC Format
MARC Binary Format
MARCXML Format
User-Defined Format:
Title
Author
Series
Publication Details
Subject
To
File
Email
Reviews
This item has not been rated.
Add a Review and/or Rating
29108
1
29108
-
2
29108
-
3
29108
-
4
29108
-
5
29108
-
Quick Search
Search for