Author: Publisher:
ISBN:
Category :
Languages : en
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Book Description
Jump Math 7.1
Author: Jump SDEs and the Study of Their Densities
Author: Arturo Kohatsu-HigaPublisher: Springer
ISBN: 9813297417
Category : Mathematics
Languages : en
Pages : 363
Book Description
The present book deals with a streamlined presentation of Lévy processes and their densities. It is directed at advanced undergraduates who have already completed a basic probability course. Poisson random variables, exponential random variables, and the introduction of Poisson processes are presented first, followed by the introduction of Poisson random measures in a simple case. With these tools the reader proceeds gradually to compound Poisson processes, finite variation Lévy processes and finally one-dimensional stable cases. This step-by-step progression guides the reader into the construction and study of the properties of general Lévy processes with no Brownian component. In particular, in each case the corresponding Poisson random measure, the corresponding stochastic integral, and the corresponding stochastic differential equations (SDEs) are provided. The second part of the book introduces the tools of the integration by parts formula for jump processes in basic settings and first gradually provides the integration by parts formula in finite-dimensional spaces and gives a formula in infinite dimensions. These are then applied to stochastic differential equations in order to determine the existence and some properties of their densities. As examples, instances of the calculations of the Greeks in financial models with jumps are shown. The final chapter is devoted to the Boltzmann equation.
Book of Proof
Author: Richard H. HammackPublisher:
ISBN: 9780989472111
Category : Mathematics
Languages : en
Pages : 314
Book Description
This book is an introduction to the language and standard proof methods of mathematics. It is a bridge from the computational courses (such as calculus or differential equations) that students typically encounter in their first year of college to a more abstract outlook. It lays a foundation for more theoretical courses such as topology, analysis and abstract algebra. Although it may be more meaningful to the student who has had some calculus, there is really no prerequisite other than a measure of mathematical maturity.
High-Dimensional Probability
Author: Roman VershyninPublisher: Cambridge University Press
ISBN: 1108415199
Category : Business & Economics
Languages : en
Pages : 299
Book Description
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Less Than Zero
Author: Stuart J. MurphyPublisher: Harper Collins
ISBN: 0060001267
Category : Juvenile Nonfiction
Languages : en
Pages : 44
Book Description
Perry the Penguin needs 9 clams to buy an ice scooter -- but he's not very good at saving. As Perry earns, spends, finds, loses, and borrows clams, a simple line graph demonstrates the concept of negative numbers.
Horizons Math Home School Curriculum Kit
Author: Alpha Omega Publications, IncorporatedPublisher: Alpha Omega Publications (AZ)
ISBN: 9780867178432
Category :
Languages : en
Pages : 0
Book Description
Brightly illustrated lessons and a variety of activities make learning math fun, and comprehensive Teacher s Handbooks make it easy to chart your child s progress. Student workbooks provide a balanced and well-organized approach to primary math through analytical reasoning, manipulatives, memorization, and drill. Every concept, from addition and subtraction to graphs and estimation, follows a deliberate pattern of introduction and gradual development to ensure student success. Fundamental concepts already learned in earlier units are reviewed in subsequent grade levels for true mastery. Each boxed set contains two full-color student workbooks with perforated pages for easy removal, tests for every 10 lessons, and a spiral-bound Teacher's Handbook. The Teacher's Handbook takes you step-by-step, lesson-by-lesson, through the entire school year and includes a Readiness Evaluation for students, reduced student pages with answers for easy correction of student work, handy "teaching tips," and more. Individual Student and Teacher Books are also available."
Math Makes Sense 7
Author: Ray AppelStochastic Calculus for Finance II
Author: Steven E. ShrevePublisher: Springer Science & Business Media
ISBN: 9780387401010
Category : Business & Economics
Languages : en
Pages : 586
Book Description
"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM
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