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作者:Richard F. Bass  出版社:Cambridge Univ Pr  出版日:2011/11/28 裝訂:精裝
This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black–Scholes formula for the pricing of derivatives in financial mathematics, the Kalman–Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature.
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作者:Richard F. Bass  出版社:Springer Verlag  出版日:1995/01/01 裝訂:精裝
In recent years, there has been an upsurge of interest in using techniques drawn from probability to tackle problems in analysis. These applications arise in subjects such as potential theory, harmoni
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For almost a millennium, a modest wooden ship lay underwater off the coast of Serce Limani, Turkey, filled with evidence of trade and objects of daily life. The ship, now excavated by the Institute of
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