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|---|---|---|---|
| 001 | 978-3-642-02380-4 | ||
| 003 | DE-He213 | ||
| 005 | 20190213151930.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100715s2009 gw | s |||| 0|eng d | ||
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_a9783642023804 _9978-3-642-02380-4 |
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_a10.1007/978-3-642-02380-4 _2doi |
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| 050 | 4 | _aQA274-274.9 | |
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_a519.2 _223 |
| 100 | 1 |
_aPrivault, Nicolas. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 245 | 1 | 0 |
_aStochastic Analysis in Discrete and Continuous Settings _h[electronic resource] : _bWith Normal Martingales / _cby Nicolas Privault. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2009. |
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| 300 |
_aXVI, 282 p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1982 |
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| 505 | 0 | _aThe Discrete Time Case -- Continuous Time Normal Martingales -- Gradient and Divergence Operators -- Annihilation and Creation Operators -- Analysis on the Wiener Space -- Analysis on the Poisson Space -- Local Gradients on the Poisson Space -- Option Hedging in Continuous Time. | |
| 520 | _aThis volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The simultaneous treatment of continuous and jump processes is done in the framework of normal martingales; that includes the Brownian motion and compensated Poisson processes as specific cases. In particular, the basic tools of stochastic analysis (chaos representation, gradient, divergence, integration by parts) are presented in this general setting. Applications are given to functional and deviation inequalities and mathematical finance. | ||
| 650 | 0 | _aDistribution (Probability theory. | |
| 650 | 0 | _aMathematics. | |
| 650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 | 2 | 4 |
_aMathematical Modeling and Industrial Mathematics. _0http://scigraph.springernature.com/things/product-market-codes/M14068 |
| 650 | 2 | 4 |
_aGame Theory, Economics, Social and Behav. Sciences. _0http://scigraph.springernature.com/things/product-market-codes/M13011 |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783642023811 |
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_iPrinted edition: _z9783642023798 |
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_aLecture Notes in Mathematics, _x0075-8434 ; _v1982 |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-642-02380-4 |
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