Basics of Stochastic Analysis c TimoSeppalainen 2010最新版

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随机分析教材TimoSeppalainen.pdf (1.83 MB, 需要: 2 个论坛币)

2012-3-19 19:17:32 上传

中级 随机分析
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TimoSeppalainen：Department of Mathematics,University of Wisconsin-Madison
Abstract. This materialis for a course on stochastic analysis at UW-Madison.The text covers the development of the stochastic    integral of predictable processes with respect to cadlag semimartingale integrators,
It^o's formula in an open domain in Rn,an existence and uniqueness theorem for an equation of the type dX = dH + F(t;X) dY where Y  is a cadlag semimartingale,and local time and Girsanov's theorem for Brownianmotion.
This text intends to provide a stepping stone todeeper books such asKaratzas-Shreve and Protter.The hope is that this material is accessible to students who do not have an ideal background in analysis and probability theory,and useful for instructors who(liketheauthor)are not experts on stochasticanalysis.
其实已经有点难了，供欲进一步研读金融数学、随机分析的童鞋 参考

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关键词：Stochastic Analysis Stochast Analysi alysis 2010 University 最新版 where

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The hope is that this material is accessible to students who do not have an ideal background in analysis and probability theory,and useful for instructors who(like the author)are not experts on stochastic analysis.

买了但确实无法下载，麻烦楼主处理一下吧