Stochastic Calculus with Infinitesimals (Lecture Notes in Mathematics, 2067)
Description:
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.
Best prices to buy, sell, or rent ISBN 9783642331480
Frequently Asked Questions about Stochastic Calculus with Infinitesimals (Lecture Notes in Mathematics, 2067)
The price for the book starts from $45.98 on Amazon and is available from 13 sellers at the moment.
If you’re interested in selling back the Stochastic Calculus with Infinitesimals (Lecture Notes in Mathematics, 2067) book, you can always look up BookScouter for the best deal. BookScouter checks 30+ buyback vendors with a single search and gives you actual information on buyback pricing instantly.
As for the Stochastic Calculus with Infinitesimals (Lecture Notes in Mathematics, 2067) book, the best buyback offer comes from and is $ for the book in good condition.
Not enough insights yet.
Not enough insights yet.