Stochastic Calculus with Infinitesimals (Record no. 46277)
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fixed length control field | 03643nam a22005657a 4500 |
001 - CONTROL NUMBER | |
control field | sulb-eb0024185 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | BD-SySUS |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20160413122428.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 121116s2013 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783642331497 |
-- | 978-3-642-33149-7 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-642-33149-7 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA8.9-10.3 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBC |
Source | bicssc |
Subject category code | PBCD |
Source | bicssc |
Subject category code | MAT018000 |
Source | bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 511.3 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Herzberg, Frederik. |
Relator term | author. |
245 10 - TITLE STATEMENT | |
Title | Stochastic Calculus with Infinitesimals |
Medium | [electronic resource] / |
Statement of responsibility, etc. | by Frederik Herzberg. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | Berlin, Heidelberg : |
Name of producer, publisher, distributor, manufacturer | Springer Berlin Heidelberg : |
-- | Imprint: Springer, |
Date of production, publication, distribution, manufacture, or copyright notice | 2013. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XVIII, 112 p. |
Other physical details | online resource. |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS | |
File type | text file |
Encoding format | |
Source | rda |
490 1# - SERIES STATEMENT | |
Series statement | Lecture Notes in Mathematics, |
International Standard Serial Number | 0075-8434 ; |
Volume/sequential designation | 2067 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | 1 Infinitesimal calculus, consistently and accessibly -- 2 Radically elementary probability theory -- 3 Radically elementary stochastic integrals -- 4 The radically elementary Girsanov theorem and the diffusion invariance principle -- 5 Excursion to nancial economics: A radically elementary approach to the fundamental theorems of asset pricing -- 6 Excursion to financial engineering: Volatility invariance in the Black-Scholes model -- 7 A radically elementary theory of Itô diffusions and associated partial differential equations -- 8 Excursion to mathematical physics: A radically elementary definition of Feynman path integrals -- 9 A radically elementary theory of Lévy processes -- 10 Final remarks. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | 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. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematics. |
Topical term or geographic name as entry element | Game theory. |
Topical term or geographic name as entry element | Mathematical logic. |
Topical term or geographic name as entry element | Probabilities. |
Topical term or geographic name as entry element | Mathematical physics. |
Topical term or geographic name as entry element | Economic theory. |
Topical term or geographic name as entry element | Mathematics. |
Topical term or geographic name as entry element | Mathematical Logic and Foundations. |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
Topical term or geographic name as entry element | Economic Theory/Quantitative Economics/Mathematical Methods. |
Topical term or geographic name as entry element | Game Theory, Economics, Social and Behav. Sciences. |
Topical term or geographic name as entry element | Mathematical Physics. |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Printed edition: |
International Standard Book Number | 9783642331480 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Lecture Notes in Mathematics, |
International Standard Serial Number | 0075-8434 ; |
Volume number/sequential designation | 2067 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-3-642-33149-7">http://dx.doi.org/10.1007/978-3-642-33149-7</a> |
912 ## - | |
-- | ZDB-2-SMA |
-- | ZDB-2-LNM |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | |
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No items available.