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Stochastic Calculus with Infinitesimals (Record no. 46277)

MARC details
000 -LEADER
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 PDF
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
Koha item type

No items available.