Stochastic calculus with infinitesimals （高清

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts from measure theory and functional analysis or lack full mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's "radically elementary" theory of continuous-time stochastic processes, it is based on a demonstrably consistent use of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.

高阶随机过程书籍，其中有其在经济学领域的应用模型。讲得比较细，需要数学基础。适合做数理金融的人

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享1 收藏2 回帖

关键词：Stochastic Calculus Infinite Stochast finite therefore concepts existing appears natural

500 个论坛币。。。。。。。。就是卖肾也买不起呀

fantuanxiaot 发表于 2014-10-10 12:18
500 个论坛币。。。。。。。。就是卖肾也买不起呀

好吧，那改成50

danhan1991 发表于 2014-10-10 12:20
好吧，那改成50

开个玩笑啦   论坛稀缺的东西可以这么贵

fantuanxiaot 发表于 2014-10-10 12:21
开个玩笑啦   论坛稀缺的东西可以这么贵

我乱标的。。因为我觉得这本书不错。shreve的stochastic calculus for finance那两本书看完后，看此书比较合适。shreve的学生毕业后出来当了教授，然后推荐的

danhan1991 发表于 2014-10-10 12:24
我乱标的。。因为我觉得这本书不错。shreve的stochastic calculus for finance那两本书看完后，看此书比较 ...

屌！！！！！！！！！！！牛！！！！！！

这个可以学习一下