机读格式显示(MARC)
- 000 01371nam0 2200145 4500
- 020 __ |a 9781107140516 |c CNY444.44
- 242 __ |a 随机分析: It?和Tania的Malliavin微积分( 剑桥高等数学研究)
- 245 __ |a Stochastic Analysis: It? and Malliavin Calculus in Tandem (Cambridge Studies in Advanced Mathematics)
- 260 __ |b Cambridge University Press |c 2016
- 490 __ |a Cambridge Studies in Advanced Mathematics (Book 159)
- 520 __ |a Thanks to the driving forces of the It? calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the two calculi in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores foundations and applications of the two calculi, including stochastic integrals and differential equations, and the distribution theory on Wiener space developed by the Japanese school of probability. Uniquely, the book then delves into the possibilities that arise by using the two flavors of calculus together. Taking a distinctive, path-space-oriented approach, this book crystallizes modern day stochastic analysis into a single volume.
- 999 __ |a 汪老师,wangyi@hdu.edu.cn,管理学院,教职工