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Titlebook: Probability Theory II; Stochastic Calculus Andrea Pascucci Textbook 2024 The Editor(s) (if applicable) and The Author(s), under exclusive l

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發(fā)表于 2025-3-21 19:18:06 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書(shū)目名稱(chēng)Probability Theory II
副標(biāo)題Stochastic Calculus
編輯Andrea Pascucci
視頻videohttp://file.papertrans.cn/757/756896/756896.mp4
概述Rigorous, comprehensive, and self-contained presentation.Written clearly to make complex mathematics accessible.Comprehensive overview of stochastic process theory with brief mentions of its most sign
叢書(shū)名稱(chēng)UNITEXT
圖書(shū)封面Titlebook: Probability Theory II; Stochastic Calculus Andrea Pascucci Textbook 2024 The Editor(s) (if applicable) and The Author(s), under exclusive l
描述.This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, the theory of Markov processes and martingales is introduced, with a focus on Brownian motion and the Poisson process. Subsequently, the theory of stochastic integration for continuous semimartingales was developed. A substantial portion is dedicated to stochastic differential equations, the main results of solvability and uniqueness in weak and strong sense, linear stochastic equations, and their relation to deterministic partial differential equations. Each chapter is accompanied by numerous examples. This text stems from over twenty years of teaching experience in stochastic processes and calculus within master‘s degrees in mathematics, quantitative finance, and postgraduate courses in mathematics for applications and mathematical finance at the University of Bologna. The book provides material for at least two semester-long courses in scientific studies (Mathematics, Physics, Engineering, Statistics, Economics, etc.) and aims to provide a solid background for those interested
出版日期Textbook 2024
關(guān)鍵詞Stochastic differential equations; Martingale; Brownian motion; Ito integral; Markov process; Stochastic
版次1
doihttps://doi.org/10.1007/978-3-031-63193-1
isbn_softcover978-3-031-63192-4
isbn_ebook978-3-031-63193-1Series ISSN 2038-5714 Series E-ISSN 2532-3318
issn_series 2038-5714
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
The information of publication is updating

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2038-5714 ochastic process theory with brief mentions of its most sign.This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, the theory of Markov processes and
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Andrea Pascuccih management of interaction between each component of the system. This book focuses on two examples of complex robotic systems - namely co-operating manipulators and multi-fingered hands. It is addressed to graduate students as well as to researchers in the field.978-3-540-76265-2978-3-540-40904-5Series ISSN 0170-8643 Series E-ISSN 1610-7411
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發(fā)表于 2025-3-22 18:06:11 | 只看該作者
Andrea Pascuccih management of interaction between each component of the system. This book focuses on two examples of complex robotic systems - namely co-operating manipulators and multi-fingered hands. It is addressed to graduate students as well as to researchers in the field.978-3-540-76265-2978-3-540-40904-5Series ISSN 0170-8643 Series E-ISSN 1610-7411
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發(fā)表于 2025-3-23 00:19:20 | 只看該作者
Andrea Pascuccih management of interaction between each component of the system. This book focuses on two examples of complex robotic systems - namely co-operating manipulators and multi-fingered hands. It is addressed to graduate students as well as to researchers in the field.978-3-540-76265-2978-3-540-40904-5Series ISSN 0170-8643 Series E-ISSN 1610-7411
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發(fā)表于 2025-3-23 04:49:25 | 只看該作者
Andrea Pascuccih management of interaction between each component of the system. This book focuses on two examples of complex robotic systems - namely co-operating manipulators and multi-fingered hands. It is addressed to graduate students as well as to researchers in the field.978-3-540-76265-2978-3-540-40904-5Series ISSN 0170-8643 Series E-ISSN 1610-7411
10#
發(fā)表于 2025-3-23 08:38:08 | 只看該作者
Andrea Pascuccih management of interaction between each component of the system. This book focuses on two examples of complex robotic systems - namely co-operating manipulators and multi-fingered hands. It is addressed to graduate students as well as to researchers in the field.978-3-540-76265-2978-3-540-40904-5Series ISSN 0170-8643 Series E-ISSN 1610-7411
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