
EAN: 9783642331480

Bilder-Quelle: discount24.de - Sport-Freizeit
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.
Produktinformationen zuletzt aktualisiert am
17.08.2025 um 02:28 Uhr
17.08.2025 um 02:28 Uhr
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EAN
9783642331480
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ASIN
3642331483
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