Stochastic Calculus with Infinitesimals

随机微积分与无穷小

数学史

售   价:
309.00
作      者
出  版 社
出版时间
2012年11月15日
装      帧
平装
ISBN
9783642331480
复制
页      码
112
语      种
英语
综合评分
暂无评分
我 要 买
- +
库存 50 本
  • 图书详情
  • 目次
  • 买家须知
  • 书评(0)
  • 权威书评(0)
图书简介
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson’s radically elementary theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.
本书暂无推荐
本书暂无推荐
看了又看
  • 上一个
  • 下一个