The Non Uniform Riemann Approach To Stochastic Integration
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The Non Uniform Riemann Approach To Stochastic Integration
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Author : Varayu Boonpogkrong
language : en
Publisher: World Scientific
Release Date : 2024-09-17
The Non Uniform Riemann Approach To Stochastic Integration written by Varayu Boonpogkrong and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-09-17 with Mathematics categories.
This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.
Non Uniform Riemann Approach Stochastihb
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Author : TOH
language : en
Publisher:
Release Date : 2024-09-27
Non Uniform Riemann Approach Stochastihb written by TOH and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-09-27 with categories.
A Modern Theory Of Random Variation
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Author : Patrick Muldowney
language : en
Publisher: John Wiley & Sons
Release Date : 2013-04-26
A Modern Theory Of Random Variation written by Patrick Muldowney and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-26 with Science categories.
A ground-breaking and practical treatment of probability and stochastic processes A Modern Theory of Random Variation is a new and radical re-formulation of the mathematical underpinnings of subjects as diverse as investment, communication engineering, and quantum mechanics. Setting aside the classical theory of probability measure spaces, the book utilizes a mathematically rigorous version of the theory of random variation that bases itself exclusively on finitely additive probability distribution functions. In place of twentieth century Lebesgue integration and measure theory, the author uses the simpler concept of Riemann sums, and the non-absolute Riemann-type integration of Henstock. Readers are supplied with an accessible approach to standard elements of probability theory such as the central limmit theorem and Brownian motion as well as remarkable, new results on Feynman diagrams and stochastic integrals. Throughout the book, detailed numerical demonstrations accompany the discussions of abstract mathematical theory, from the simplest elements of the subject to the most complex. In addition, an array of numerical examples and vivid illustrations showcase how the presented methods and applications can be undertaken at various levels of complexity. A Modern Theory of Random Variation is a suitable book for courses on mathematical analysis, probability theory, and mathematical finance at the upper-undergraduate and graduate levels. The book is also an indispensible resource for researchers and practitioners who are seeking new concepts, techniques and methodologies in data analysis, numerical calculation, and financial asset valuation. Patrick Muldowney, PhD, served as lecturer at the Magee Business School of the UNiversity of Ulster for over twenty years. Dr. Muldowney has published extensively in his areas of research, including integration theory, financial mathematics, and random variation.
Proceedings 10th Taiwan Philippines Symposium On Analysis
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Author : 郭紅珠
language : en
Publisher: Airiti Press
Release Date : 2015-01-01
Proceedings 10th Taiwan Philippines Symposium On Analysis written by 郭紅珠 and has been published by Airiti Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-01 with categories.
This volume is a special issue which is devoted to selected papers from the 10th Taiwan-Philippines Symposium on Analysis (10th TPSOA) held on 31/March–3/April 2014 at the Garden Villa Hotel, Kaohsiung city, Taiwan and organized mainly by National University of Kaohsiung. The article on page 311 has listed the bilateral participants of Taiwan and the Philippines for the 10 symposiums. The symposiums have brought together mathematicians from the Philippines and Taiwan to share their results and current research activities.
Recent Development In Stochastic Dynamics And Stochastic Analysis
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Author : Jinqiao Duan
language : en
Publisher: World Scientific
Release Date : 2010-02-08
Recent Development In Stochastic Dynamics And Stochastic Analysis written by Jinqiao Duan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-02-08 with Mathematics categories.
Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2006
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.
Selected Topics On Generalized Integration
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Author : Tin Lam Toh
language : en
Publisher: World Scientific
Release Date : 2025-05-20
Selected Topics On Generalized Integration written by Tin Lam Toh and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-05-20 with Mathematics categories.
This comprehensive volume offers an in-depth exploration of advanced integration theories, extending beyond classical methods to unify and expand the field. Building on the foundational work of Jaroslav Kurzweil and Ralph Henstock, the book delves into the Henstock-Kurzweil and McShane gauge integrals, presenting a more intuitive and versatile alternative to the traditional Lebesgue integral. By bridging gaps in existing literature, the authors provide a rigorous treatment of integration on metric measure spaces, exploring critical concepts such as completeness, compactness, and Cousin's lemma.The book systematically introduces advanced topics, including the variational Henstock integral in locally convex spaces, the Riemann-Lebesgue integral for vector-valued functions, and generalizations of the Sugeno integral. Further chapters explore convergence in Banach spaces on time scales, set-valued integrals, and applications to harmonic analysis and partial differential equations, including solutions to the heat equation in distribution spaces.Notably, the text presents innovative approaches like the symmetric Laplace integral and the q-Homotopy Analysis Method for solving nonlinear integral equations, offering practical tools for modern analysis. Unified integral representations for generalized Mittag-Leffler functions further highlight the book's engagement with special functions.Ideal for researchers and advanced students in mathematical analysis, this book seamlessly integrates classical theories with modern advancements, offering both theoretical insights and practical applications across mathematics, physics, and engineering.
Introduction To Stochastic Calculus With Applications
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Author : Fima C. Klebaner
language : en
Publisher: Imperial College Press
Release Date : 2005
Introduction To Stochastic Calculus With Applications written by Fima C. Klebaner and has been published by Imperial College Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Scientiae Mathematicae Japonicae
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Author :
language : en
Publisher:
Release Date : 2008
Scientiae Mathematicae Japonicae written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
Applied Stochastic Differential Equations
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Author : Simo Särkkä
language : en
Publisher: Cambridge University Press
Release Date : 2019-05-02
Applied Stochastic Differential Equations written by Simo Särkkä and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-02 with Business & Economics categories.
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.