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XV, 294 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Springer Proceedings in Mathematics & Statistics. Volume 283. Sprache: Englisch.
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Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Sprache: Englisch
Verlag: Cambridge University Press, 2010
ISBN 10: 0521876079 ISBN 13: 9780521876070
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hardcover. Zustand: Very Good.
Sprache: Englisch
Verlag: Society for Industrial & Applied Mathematics,U.S., 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
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In den WarenkorbPaperback. Zustand: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
Sprache: Englisch
Verlag: MP-SIA SIAM - Society for Industrial and Applied M, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
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In den WarenkorbPaperback. Zustand: Brand New. 2nd edition. 364 pages. 9.25x6.10x0.82 inches. In Stock.
Sprache: Englisch
Verlag: SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations.Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property.Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text.From the reviews of the first edition:'Can easily be used as a support for a graduate course . Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory' - Fabrice Baudouin in the Mathematical Reviews'It is easy to base a graduate course on rough paths on this . A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art' - Nicolas Perkowski inZentralblatt MATH.
Sprache: Englisch
Verlag: Cambridge University Press, 2010
ISBN 10: 0521876079 ISBN 13: 9780521876070
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Taschenbuch. Zustand: Neu. A Course on Rough Paths | With an Introduction to Regularity Structures | Peter K. Friz (u. a.) | Taschenbuch | Universitext | xvi | Englisch | 2020 | Springer | EAN 9783030415556 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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In den WarenkorbHardcover. Zustand: Brand New. 312 pages. 9.25x6.10x0.98 inches. In Stock.
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Taschenbuch. Zustand: Neu. Probability and Analysis in Interacting Physical Systems | In Honor of S.R.S. Varadhan, Berlin, August, 2016 | Peter Friz (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xv | Englisch | 2020 | Springer | EAN 9783030153403 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Zustand: New.
Sprache: Englisch
Verlag: Springer International Publishing, 2020
ISBN 10: 3030153401 ISBN 13: 9783030153403
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the last fifty years, grew out of a workshop held at the Technical University of Berlin, 15-19 August, 2016. This volume contains ten research articles authored by several of Varadhan's former PhD students or close collaborators. The topics of the contributions are more or less closely linked with some of Varadhan's deepest interests over the decades: large deviations, Markov processes, interacting particle systems, motions in random media and homogenization, reaction-diffusion equations, and directed last-passage percolation.The articles present original research on some of the most discussed current questions at the boundary between analysis and probability, with an impact on understanding phenomena in physics. This collection will be of great value to researchers with an interest in models of probability-based statistical mechanics.
Sprache: Englisch
Verlag: Springer, Palgrave Macmillan, 2019
ISBN 10: 3030153371 ISBN 13: 9783030153373
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the last fifty years, grew out of a workshop held at the Technical University of Berlin, 15-19 August, 2016. This volume contains ten research articles authored by several of Varadhan's former PhD students or close collaborators. The topics of the contributions are more or less closely linked with some of Varadhan's deepest interests over the decades: large deviations, Markov processes, interacting particle systems, motions in random media and homogenization, reaction-diffusion equations, and directed last-passage percolation.The articles present original research on some of the most discussed current questions at the boundary between analysis and probability, with an impact on understanding phenomena in physics. This collection will be of great value to researchers with an interest in models of probability-based statistical mechanics.
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EUR 162,92
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In den WarenkorbZustand: New. In.
Sprache: Englisch
Verlag: Cambridge University Press, 2010
ISBN 10: 0521876079 ISBN 13: 9780521876070
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In den WarenkorbZustand: New. An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers. Series: Cambridge Studies in Advanced Mathematics. Num Pages: 670 pages, 6 b/w illus. 100 exercises. BIC Classification: PBK. Category: (U) Tertiary Education (US: College). Dimension: 160 x 235 x 39. Weight in Grams: 1062. . 2010. Illustrated. hardcover. . . . . Books ship from the US and Ireland.
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In den WarenkorbHardcover. Zustand: Brand New. 1st edition. 675 pages. 9.25x6.25x1.75 inches. In Stock.
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Taschenbuch. Zustand: Neu. Large Deviations and Asymptotic Methods in Finance | Peter K. Friz (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | ix | Englisch | 2016 | Springer | EAN 9783319385129 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Sprache: Englisch
Verlag: Springer International Publishing, 2016
ISBN 10: 3319385127 ISBN 13: 9783319385129
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.
Sprache: Englisch
Verlag: Springer, Palgrave Macmillan, 2015
ISBN 10: 3319116045 ISBN 13: 9783319116044
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.
Sprache: Englisch
Verlag: Cambridge University Press, 2010
ISBN 10: 0521876079 ISBN 13: 9780521876070
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and the authors include some first results in this direction. They also emphasize interactions with other parts of mathematics, including Caratheodory geometry, Dirichlet forms and Malliavin calculus. Based on successful courses at the graduate level, this up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.
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In den WarenkorbPaperback. Zustand: Brand New. reprint edition. 599 pages. 9.25x6.10x1.42 inches. In Stock.