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Stochastische Analysis

Eine Einführung in die Theorie der stetigen Semimartingale

  • Book
  • © 1994

Overview

Authors:
  1. Wolfgang Hackenbroch

    1. Universität Regensburg, Deutschland

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  2. Anton Thalmaier

    1. Universität Regensburg, Deutschland

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    You can also search for this author in PubMed   Google Scholar

Part of the book series: Mathematische Leitfäden (MLF)

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Table of contents (8 chapters)

  1. Front Matter

    Pages 1-6
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  2. Einleitung

    • Wolfgang Hackenbroch, Anton Thalmaier
    Pages 7-10

  3. Grundlagen

    • Wolfgang Hackenbroch, Anton Thalmaier
    Pages 11-41

  4. Stochastische Prozesse

    • Wolfgang Hackenbroch, Anton Thalmaier
    Pages 42-83

  5. Martingaltheorie

    • Wolfgang Hackenbroch, Anton Thalmaier
    Pages 84-154

  6. Stochastische Integration

    • Wolfgang Hackenbroch, Anton Thalmaier
    Pages 155-216

  7. Weiterentwicklung und erste Anwendungen des stochastischen Kalküls

    • Wolfgang Hackenbroch, Anton Thalmaier
    Pages 217-279

  8. Stochastische Differentialgleichungen

    • Wolfgang Hackenbroch, Anton Thalmaier
    Pages 280-348

  9. Stochastische Analysis auf Mannigfaltigkeiten

    • Wolfgang Hackenbroch, Anton Thalmaier
    Pages 349-544

  10. Back Matter

    Pages 545-560
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Keywords

About this book

"... Dieses Buch gibt einen guten Überblick über die mathematische Theorie der stochastischen Semimartingale, kann selbstverständlich nicht alle Gebiete vollständig abdecken, behandelt jedoch die Kernpunkte hervorragend." C. Cenker. Monatshefte für Mathematik, Wien "... Zusammenfassend ist dieses Buch sicher als ein Standardwerk der stochastischen Analysis anzusehen und kann vorbehaltlos empfohlen werden." G. Eder. Internationale Mathematische Nachrichten, Wien "In summary, it can be stated that the authors deserve acknowledgemnt for their courage in undertaking an immense work in collecting material, arranging it consistently and writing it up in a neat fashion. Moreover, they succeeded in stressing the well-known message that entering stochastic analysis with the aim of reaching a deeper understanding of the theory and its methods can hardly be achieved 'without tears'. One admires the authors even more once one realizes that they both are self-taught in the field they are writing about and that the second named author just started to publish on the subject." H.Heyer. Metrika

Authors and Affiliations

  • Universität Regensburg, Deutschland

    Wolfgang Hackenbroch, Anton Thalmaier

Bibliographic Information

  • Book Title: Stochastische Analysis

  • Book Subtitle: Eine Einführung in die Theorie der stetigen Semimartingale

  • Authors: Wolfgang Hackenbroch, Anton Thalmaier

  • Series Title: Mathematische Leitfäden

  • DOI: https://doi.org/10.1007/978-3-663-11527-4

  • Publisher: Vieweg+Teubner Verlag Wiesbaden

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Fachmedien Wiesbaden 1994

  • Softcover ISBN: 978-3-519-02229-9Published: 01 January 1994

  • eBook ISBN: 978-3-663-11527-4Published: 17 April 2013

  • Series ISSN: 1615-388X

  • Edition Number: 1

  • Number of Pages: 560

  • Number of Illustrations: 18 b/w illustrations

  • Topics: Engineering, general

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