Stochastic Integrals
āĻā§āĻ¨ ā§¨ā§Ļā§§ā§Ē ¡ Probability and Mathematical Statistics āĻŦāĻ 5 ¡ Academic Press
āĻ-āĻŦā§āĻ
154
āĻĒā§āĻˇā§āĻ āĻž
family_home
āĻāĻĒāĻ¯ā§āĻā§āĻ¤
info
reportāĻ°ā§āĻāĻŋāĻ āĻ āĻ°āĻŋāĻāĻŋāĻ āĻ¯āĻžāĻāĻžāĻ āĻāĻ°āĻž āĻšā§āĻ¨āĻŋ Â āĻāĻ°āĻ āĻāĻžāĻ¨ā§āĻ¨
āĻāĻ āĻ-āĻŦā§āĻā§āĻ° āĻŦāĻŋāĻˇā§ā§
Stochastic Integrals discusses one area of diffusion processes: the differential and integral calculus based upon the Brownian motion. The book reviews Gaussian families, construction of the Brownian motion, the simplest properties of the Brownian motion, Martingale inequality, and the law of the iterated logarithm. It also discusses the definition of the stochastic integral by Wiener and by Ito, the simplest properties of the stochastic integral according to Ito, and the solution of the simplest stochastic differential equation. The book explains diffusion, Lamperti's method, forward equation, Feller's test for the explosions, Cameron-Martin's formula, the Brownian local time, and the solution of dx=e(x) db + f(x) dt for coefficients with bounded slope. It also tackles Weyl's lemma, diffusions on a manifold, Hasminski's test for explosions, covering Brownian motions, Brownian motions on a Lie group, and Brownian motion of symmetric matrices. The book gives as example of a diffusion on a manifold with boundary the Brownian motion with oblique reflection on the closed unit disk of R squared. The text is suitable for economists, scientists, or researchers involved in probabilistic models and applied mathematics.
āĻ-āĻŦā§āĻā§ āĻ°ā§āĻāĻŋāĻ āĻĻāĻŋāĻ¨
āĻāĻĒāĻ¨āĻžāĻ° āĻŽāĻ¤āĻžāĻŽāĻ¤ āĻāĻžāĻ¨āĻžāĻ¨āĨ¤
āĻĒāĻ āĻ¨ āĻ¤āĻĨā§āĻ¯
āĻ¸ā§āĻŽāĻžāĻ°ā§āĻāĻĢā§āĻ¨ āĻāĻŦāĻ āĻā§āĻ¯āĻžāĻŦāĻ˛ā§āĻ
Android āĻāĻŦāĻ iPad/iPhone āĻāĻ° āĻāĻ¨ā§āĻ¯ Google Play āĻŦāĻ āĻ
ā§āĻ¯āĻžāĻĒ āĻāĻ¨āĻ¸ā§āĻāĻ˛ āĻāĻ°ā§āĻ¨āĨ¤ āĻāĻāĻŋ āĻāĻĒāĻ¨āĻžāĻ° āĻ
ā§āĻ¯āĻžāĻāĻžāĻāĻ¨ā§āĻā§āĻ° āĻ¸āĻžāĻĨā§ āĻ
āĻā§āĻŽā§āĻāĻŋāĻ āĻ¸āĻŋāĻā§āĻ āĻšā§ āĻ āĻāĻĒāĻ¨āĻŋ āĻ
āĻ¨āĻ˛āĻžāĻāĻ¨ āĻŦāĻž āĻ
āĻĢāĻ˛āĻžāĻāĻ¨ āĻ¯āĻžāĻ āĻĨāĻžāĻā§āĻ¨ āĻ¨āĻž āĻā§āĻ¨ āĻāĻĒāĻ¨āĻžāĻā§ āĻĒā§āĻ¤ā§ āĻĻā§ā§āĨ¤
āĻ˛ā§āĻ¯āĻžāĻĒāĻāĻĒ āĻ āĻāĻŽā§āĻĒāĻŋāĻāĻāĻžāĻ°
Google Play āĻĨā§āĻā§ āĻā§āĻ¨āĻž āĻ
āĻĄāĻŋāĻāĻŦā§āĻ āĻāĻĒāĻ¨āĻŋ āĻāĻŽā§āĻĒāĻŋāĻāĻāĻžāĻ°ā§āĻ° āĻā§ā§āĻŦ āĻŦā§āĻ°āĻžāĻāĻāĻžāĻ°ā§ āĻļā§āĻ¨āĻ¤ā§ āĻĒāĻžāĻ°ā§āĻ¨āĨ¤
eReader āĻāĻŦāĻ āĻ
āĻ¨ā§āĻ¯āĻžāĻ¨ā§āĻ¯ āĻĄāĻŋāĻāĻžāĻāĻ¸
Kobo eReaders-āĻāĻ° āĻŽāĻ¤ā§ e-ink āĻĄāĻŋāĻāĻžāĻāĻ¸ā§ āĻĒāĻĄāĻŧāĻ¤ā§, āĻāĻĒāĻ¨āĻžāĻā§ āĻāĻāĻāĻŋ āĻĢāĻžāĻāĻ˛ āĻĄāĻžāĻāĻ¨āĻ˛ā§āĻĄ āĻ āĻāĻĒāĻ¨āĻžāĻ° āĻĄāĻŋāĻāĻžāĻāĻ¸ā§ āĻā§āĻ°āĻžāĻ¨ā§āĻ¸āĻĢāĻžāĻ° āĻāĻ°āĻ¤ā§ āĻšāĻŦā§āĨ¤ āĻŦā§āĻ¯āĻŦāĻšāĻžāĻ°āĻāĻžāĻ°ā§āĻ° āĻāĻĻā§āĻĻā§āĻļā§āĻ¯ā§ āĻ¤ā§āĻ°āĻŋ āĻ¸āĻšāĻžā§āĻ¤āĻž āĻā§āĻ¨ā§āĻĻā§āĻ°āĻ¤ā§ āĻĻā§āĻā§āĻž āĻ¨āĻŋāĻ°ā§āĻĻā§āĻļāĻžāĻŦāĻ˛ā§ āĻ
āĻ¨ā§āĻ¸āĻ°āĻŖ āĻāĻ°ā§ āĻ¯ā§āĻ¸āĻŦ eReader-āĻ āĻĢāĻžāĻāĻ˛ āĻĒāĻĄāĻŧāĻž āĻ¯āĻžāĻŦā§ āĻ¸ā§āĻāĻžāĻ¨ā§ āĻā§āĻ°āĻžāĻ¨ā§āĻ¸āĻĢāĻžāĻ° āĻāĻ°ā§āĻ¨āĨ¤
