001463116 000__ 03753cam\a22006017i\4500
001463116 001__ 1463116
001463116 003__ OCoLC
001463116 005__ 20230601003306.0
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001463116 019__ $$a1375188005$$a1375293806
001463116 020__ $$a9783031253263$$qelectronic book
001463116 020__ $$a3031253264$$qelectronic book
001463116 020__ $$z9783031253256
001463116 020__ $$z3031253256
001463116 0247_ $$a10.1007/978-3-031-25326-3$$2doi
001463116 035__ $$aSP(OCoLC)1375555639
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001463116 050_4 $$aQA274.2$$b.M45 2023
001463116 08204 $$a519.2/2$$223/eng/20230412
001463116 1001_ $$aMelʹnikov, A. V.,$$d1953-$$eauthor.$$1https://isni.org/isni/0000000109657795
001463116 24512 $$aA course of stochastic analysis /$$cAlexander Melnikov.
001463116 264_1 $$aCham :$$bSpringer,$$c2023.
001463116 300__ $$a1 online resource (202 pages)
001463116 336__ $$atext$$btxt$$2rdacontent
001463116 337__ $$acomputer$$bc$$2rdamedia
001463116 338__ $$aonline resource$$bcr$$2rdacarrier
001463116 4901_ $$aCMS/CAIMS books in mathematics ;$$vvolume 6
001463116 504__ $$aIncludes bibliographical references and index.
001463116 5050_ $$a1 Probabilistic Foundations -- 2 Random variables and their quantitative characteristics -- 3 Expectations and convergence of sequences of random variables -- 4 Weak convergence of sequences of random variables -- 5 Absolute continuity of probability measures and conditional expectations -- 6 Discrete time stochastic analysis: basic results -- 7 Discrete time stochastic analysis: further results and applications -- 8 Elements of classical theory of stochastic processes -- 9 Stochastic differential equations, diffusion processes and their applications -- 10 General theory of stochastic processes under usual conditions" -- 11 General theory of stochastic processes in applications -- 12 Supplementary problems -- References -- Index.
001463116 506__ $$aAccess limited to authorized users.
001463116 520__ $$aThe main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.
001463116 588__ $$aDescription based on print version record.
001463116 650_0 $$aStochastic analysis.
001463116 655_0 $$aElectronic books.
001463116 77608 $$iPrint version:$$aMelʹnikov, A. V., 1953-$$tCourse of stochastic analysis.$$dCham : Springer Nature Switzerland, 2023$$z9783031253256$$w(OCoLC)1370600830
001463116 830_0 $$aCMS/CAIMS books in mathematics ;$$vv. 6.
001463116 852__ $$bebk
001463116 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-031-25326-3$$zOnline Access$$91397441.1
001463116 909CO $$ooai:library.usi.edu:1463116$$pGLOBAL_SET
001463116 980__ $$aBIB
001463116 980__ $$aEBOOK
001463116 982__ $$aEbook
001463116 983__ $$aOnline
001463116 994__ $$a92$$bISE