Stochastic Calculus

Brownian Motion, Martingales, and Stochastic Calculus (Repost)  eBooks & eLearning

Posted by AvaxGenius at May 6, 2020
Brownian Motion, Martingales, and Stochastic Calculus (Repost)

Brownian Motion, Martingales, and Stochastic Calculus by Jean-François Le Gall
English | EPUB | 2016 | 282 Pages | ISBN : 3319310887 | 4.21 MB

This book offers a rigorous and self-contained presentation 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 Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter.

Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics  eBooks & eLearning

Posted by yoyoloit at June 11, 2021
Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics

Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics
by Patrick Muldowney

English | 2021 | ISBN: 1119595495 | 297 pages | True PDF | 6.47 MB

Stochastic Calculus in Manifolds  eBooks & eLearning

Posted by AvaxGenius at July 8, 2022
Stochastic Calculus in Manifolds

Stochastic Calculus in Manifolds by Michel Emery
English | PDF | 1989 | 158 Pages | ISBN : 3540516646 | 18 MB

Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent.

Stochastic Calculus and Applications  eBooks & eLearning

Posted by AvaxGenius at April 6, 2022
Stochastic Calculus and Applications

Stochastic Calculus and Applications, Second Edition By Samuel N. Cohen
English | PDF | 2015 | 666 Pages | ISBN : 149392866X | 7.6 MB

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry.

Introduction to Stochastic Calculus (Repost)  eBooks & eLearning

Posted by AvaxGenius at April 27, 2021
Introduction to Stochastic Calculus (Repost)

Introduction to Stochastic Calculus by Rajeeva L. Karandikar
English | PDF,EPUB | 2018 | 446 Pages | ISBN : 9811083177 | 43.84 MB

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology.

Probability Theory III: Stochastic Calculus  eBooks & eLearning

Posted by AvaxGenius at Sept. 19, 2022
Probability Theory III: Stochastic Calculus

Probability Theory III: Stochastic Calculus by Yu. V. Prokhorov, A. N. Shiryaev
English | PDF | 1998 | 260 Pages | ISBN : 3540546871 | 21 MB

Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be so successful that, apart from its simplicity, it enabled one to embrace the classical branches of probability theory and, at the same time, it paved the way for the development of new chapters in it, in particular, the theory of random (or stochastic) processes. In the theory of random processes, various classes of processes have been studied in depth.

Itô’s Stochastic Calculus and Probability Theory  eBooks & eLearning

Posted by AvaxGenius at Oct. 21, 2022
Itô’s Stochastic Calculus and Probability Theory

Itô’s Stochastic Calculus and Probability Theory by Nobuyuki Ikeda (Professor), Shinzo Watanabe (Professor), Masatoshi Fukushima (Professor), Hiroshi Kunita (Professor)
English | PDF | 1996 | 425 Pages | ISBN : 4431685340 | 32.2 MB

This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here.

An Introduction to Quantum Stochastic Calculus  eBooks & eLearning

Posted by AvaxGenius at June 7, 2023
An Introduction to Quantum Stochastic Calculus

An Introduction to Quantum Stochastic Calculus by K. R. Parthasarathy
English | PDF | 1992 | 299 Pages | ISBN : 3034897111 | 20.7 MB

"Elegantly written, with obvious appreciation for fine points of higher mathematics…most notable is [the] author's effort to weave classical probability theory into [a] quantum framework." – The American Mathematical Monthly

Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Repost)  eBooks & eLearning

Posted by AvaxGenius at June 7, 2023
Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Repost)

Introduction to Stochastic Calculus for Finance: A New Didactic Approach by Dieter Sondermann
English | PDF | 2006 | 143 Pages | ISBN : 3540348360 | 0.77 MB

Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.

Stochastic Calculus: Mastering the Mathmatics of Market Mystique  eBooks & eLearning

Posted by TiranaDok at Jan. 17, 2024
Stochastic Calculus: Mastering the Mathmatics of Market Mystique

Stochastic Calculus: Mastering the Mathmatics of Market Mystique: A comprehensive guide to Stochastic calculus in Quantitative Finance (Modern Quant Book 5) by Hayden Van Der Post
English | October 17, 2023 | ISBN: N/A | ASIN: B0CL8Y5ZSG | 189 pages | EPUB | 1.69 Mb