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＜図書＞
A modern theory of random variation : with applications in stochastic calculus, financial mathematics, and Feynman integration
| 責任表示 | Pat Muldowney |
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| データ種別 | 図書 |
| 出版情報 | Hoboken, N.J. : Wiley , c2012 |
| 本文言語 | 英語 |
| 大きさ | xvi, 527 p. : ill. ; 25 cm |
| 概要 | Muldowney (U. of Ulster, Ireland) overcomes limitations on the application of probability theory by formulating it in terms of the Stieltjes-complete integral instead of the Lebesgue integral. After i...troductory matter, he covers infinite-dimensional integration, the theory of the integral, random variability, Gaussian integrals, Browning motion, stochastic integration, and numerical calculation. Readers are not assumed to be adept in either probability theory or integration theory. Annotation ©2012 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | MULD/10/1 | 2012 |
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033212012006441 |
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書誌詳細
| 一般注記 | Bibliography: p. 505-520 Includes index |
|---|---|
| 著者標目 | *Muldowney, P. (Patrick), 1946- |
| 件 名 | LCSH:Random variables LCSH:Calculus of variations LCSH:Path integrals LCSH:Mathematical analysis FREE:MATHEMATICS / Mathematical Analysis. bisacsh |
| 分 類 | LCC:QA273 DC23:519.2/3 |
| 書誌ID | 1001495483 |
| ISBN | 9781118166406 |
| NCID | BB10871793 |
| 巻冊次 | ISBN:9781118166406 |
| 登録日 | 2013.01.08 |
| 更新日 | 2017.10.03 |