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Multiple Wiener-Ito Integrals

, and it is shown that the theory of Wiener-Ito integrals provides a valuable tool in their study. More precisely, a version of these random;

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From Measures to Ito Integrals

From Measures to Ito Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Ito integrals and a brief;

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Levy Processes & Stochastic Calculus

estimates for moments of Levy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Levy;

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Stochastic Calculus for Finance

understand. The authors study the Wiener process and Ito integrals in some detail, with a focus on results needed for the Black-Scholes option;

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Mastering Mathematical Finance

understand. The authors study the Wiener process and Ito integrals in some detail, with a focus on results needed for the Black-Scholes option;

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Stochastic Calculus for Finance

understand. The authors study the Wiener process and Ito integrals in some detail, with a focus on results needed for the Black-Scholes option;

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Brownian Motion

in many real-life models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Ito Integrals;

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Stochastic Analysis

Thanks to the driving forces of the Ito calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields;

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Stochastic PDEs and Dynamics

on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce;

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Multiple Integrals in the Calculus of Variations and Nonlinear Elliptic Systems. (AM-105), Volume 105

The description for this book, Multiple Integrals in the Calculus of Variations and Nonlinear Ellipt;...

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Fractional Brownian Motion

, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with;

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Set-Valued Stochastic Integrals and Applications

well as the first to contain complex approach theory of set-valued stochastic integrals. Taking particular consideration of set-valued Ito;

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Set-Valued Stochastic Integrals and Applications

well as the first to contain complex approach theory of set-valued stochastic integrals. Taking particular consideration of set-valued Ito;

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Generalized Functionals Of Brownian Motion And Their Applications

fundamental processes such as fractional Brownian motion and Levy process - covering the classical Wiener-Ito class including the generalized;

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Stochastic Integrals

differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations and stochastic;

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Calculus of Several Variables

This new, revised edition covers all of the basic topics in calculus of several variables, including;...

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Asymptotic Expansion of Multiple Integrals and the Method of Stationary Phase

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Introduction to the Theory of Random Processes

This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process;

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Feynman Integrals

This textbook on Feynman integrals starts from the basics, requiring only knowledge of special relat;...

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Path Integrals in Physics

Wiener and Feynman type, and their many applications in physics. Accessible to a broad community of theoretical physicists, the book deals with;

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Path Integrals in Physics

Wiener and Feynman type, and their many applications in physics. Accessible to a broad community of theoretical physicists, the book deals with;

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Multiple Integrals

The aim of this book is to give an elementary treatment of multiple integrals. The notions of integr;...

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A Course in Hodge Theory

Offers an examination of the precursors of Hodge theory: first, the studies of elliptic and abelian ;...

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Path Integrals in Physics

Applications covers the fundamentals of path integrals, both the Wiener and Feynman types, and their many applications in physics. The book deals with;

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Introduction to Stochastic Analysis

is paid to simulation diffusion processes. The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; Ito;

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Statistical Methods with Applications to Demography and Life Insurance

migrations. To help readers understand the technical points, the text covers topics such as the Stieltjes, Wiener, and Ito integrals. It also;

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Statistical Methods with Applications to Demography and Life Insurance

migrations. To help readers understand the technical points, the text covers topics such as the Stieltjes, Wiener, and Ito integrals. It also;

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