wyszukanych pozycji: 2
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Stochastic Calculus with Infinitesimals
ISBN: 9783642331480 / Angielski / Miękka / 2012 / 112 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. This book proposes to solve the dilemma: by adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes.
Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geo...
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cena:
145,98 |
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Hyperfinite Dirichlet Forms and Stochastic Processes
ISBN: 9783642196584 / Angielski / Miękka / 2011 / 284 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph...This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit t... |
cena:
187,75 |