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Noncausal stochastic calculus

Noncausal stochastic calculus
紙図書
Shigeyoshi Ogawa [著]Springerc2017<MA211-B180>
国立国会図書館

A brief survey on stochastic calculus in Markov processes (Stochastic analysis of jump processes and related topics)

A brief survey on stochastic calculus in Markov processes (Stochastic analysis of jump processes and related topics)
紙デジタル記事
福島 正俊<Z43-1336>数理解析研究所講究録(通号 1672) 2010.1p.191～197
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Noncausal Stochastic Calculus Revisited (The 7th Workshop on Stochastic Numerics)

Noncausal Stochastic Calculus Revisited (The 7th Workshop on Stochastic Numerics)
紙デジタル記事
小川 重義<Z43-1336>数理解析研究所講究録(通号 1462) 2006.1p.231～253
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書評 Paul Malliavin and Anton Thalmaier : Stochastic Calculus of Variations in Mathematical Finance

書評 Paul Malliavin and Anton Thalmaier : Stochastic Calculus of Variations in Mathematical Finance
紙デジタル記事
國田 寛<Z15-25>数学 / 日本数学会 編64(3):2012.夏季p.329-333
国立国会図書館全国の図書館

書評 S. E. Shreve: Stochastic Calculus for Finance, 1 & 2

書評 S. E. Shreve: Stochastic Calculus for Finance, 1 & 2
紙デジタル記事
新井 拓児<Z15-25>数学 / 日本数学会 編63(1) 2011.冬季p.136～140
国立国会図書館全国の図書館

Stochastic flows and jump-diffusions (Probability theory and stochastic modelling ; volume 92)

Stochastic flows and jump-diffusions (Probability theory and stochastic modelling ; volume 92)
紙図書
Hiroshi Kunita.Springer[2019]<MA211-B189>
国立国会図書館全国の図書館
  • 要約等...eatment of (1) stochastic differential e......t solutions of stochastic differential e......uations define stochastic flows of diffe......lation between stochastic flows and heat...... the Malliavin calculus. The author obtains smooth de...
  • 内容細目Probability Distributions and Stochastic Processes Stochastic Integrals Stochastic Differential Equations and Stochastic Flows Diffusio......ions Malliavin Calculus Smooth Densiti......d Heat Kernels Stochastic Flows and Their Densities on ...
  • 件名Stochastic differential equations.

Stochastic calculus for the motion of collective spin: functional integral approach

Stochastic calculus for the motion of collective spin: functional integral approach
紙記事
Hiroshi Kuratsuji<Z14-189>立命館大学理工学研究所紀要 = Memoirs of the Institute of Science & Engineering / 立命館大学理工学研究所 編(67) 2008p.23～30
国立国会図書館全国の図書館

Stochastic calculus of variations : for jump processes 3rd edition (De Gruyter studies in mathematics ; volume 54)

Stochastic calculus of variations : for jump processes 3rd edition (De Gruyter studies in mathematics ; volume 54)
紙図書
Yasushi IshikawaDe Gruyter[2023]<MA211-D48>
国立国会図書館全国の図書館
  • 件名Malliavin calculus Calculus of variations Jump processes Stochastic processes Stochastic Processes Calcul de Malliavin...

Stochastic calculus with infinitesimals (Lecture notes in mathematics ; 2067)

Stochastic calculus with infinitesimals (Lecture notes in mathematics ; 2067)
紙図書
Frederik S. Herzberg.Springer[2013]<MA211-B131>
国立国会図書館全国の図書館
  • 要約等...develops basic stochastic analysis ... and select appli...
  • 内容細目Infinitesimal calculus, consistently ......lly elementary stochastic integrals The radically eleme...
  • 件名Stochastic analysis. Nonstandard mathema...

Credit risk (Mastering mathematical finance)

Credit risk (Mastering mathematical finance)
紙図書
Marek Capinski, Tomasz Zastawniak.Cambridge University Press2017.<DF111-B99>
国立国会図書館
  • 内容細目...ener process ; Stochastic calculus with martingales.

確率解析への誘い : 確率微分方程式の基礎と応用

書影
確率解析への誘い : 確率微分方程式の基礎と応用
紙図書
成田清正 著共立出版2016.9<MA211-L307>
国立国会図書館全国の図書館
  • 典拠情報（件名/「を見よ」参照）Stochastic differential equations
  • 並列タイトル等（連結）Invitation to Stochastic Calculus
  • 並列タイトル等Invitation to Stochastic Calculus

Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto. (Encyclopedia of mathematics and its applications ; [131])

Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto. (Encyclopedia of mathematics and its applications ; [131])
紙図書
Cambridge University Press2010.<MA216-B45>
国立国会図書館全国の図書館
  • 要約等...ntroduction to stochastic control and ma......researchers in stochastic control theory...... the theory of stochastic differential equations, varia...
  • 内容細目Stochastic calculus and optimal co......Foundations of stochastic calculus Stochastic differential equations: weak ...
  • 件名Stochastic control theory......al statistics) Stochastic differential equations.

Applications of Stochastic Calculus based on Hyperbolic Brownian Motion

書影書影書影
Applications of Stochastic Calculus based on Hyperbolic Brownian Motion
デジタル博士論文障害者向け資料あり
井田, 有紀2018-03-31
インターネットで読める国立国会図書館全国の図書館

Analysis and geometry of Markov diffusion operators (Grundlehren der mathematischen Wissenschaften : a series of comprehensive studies in mathematics ; 348)

Analysis and geometry of Markov diffusion operators (Grundlehren der mathematischen Wissenschaften : a series of comprehensive studies in mathematics ; 348)
紙図書
Dominique Bakry, Ivan Gentil, Michel Ledoux.Springer[2014]<MA211-B151>
国立国会図書館
  • 内容細目...B. Elements of stochastic calculus C. Some basic notions in diff...

On the Brownian particle equations and the noncausal stochastic calculus (確率数値解析に於ける諸問題(5))

On the Brownian particle equations and the noncausal stochastic calculus (確率数値解析に於ける諸問題(5))
紙デジタル記事
小川 重義<Z43-1336>数理解析研究所講究録(通号 1240) 2001.12p.233～248
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Quantitative finance : its development, mathematical foundations, and current scope / T.W. Epps.

Quantitative finance : its development, mathematical foundations, and current scope / T.W. Epps.
紙図書
Wileyc2009.<DF111-B58>
国立国会図書館
  • 内容細目...iew Tools from calculus and analysis P......es and returns Stochastic calculus Portfolio deci......ses Options on stochastic volatility processes.

Essays on stochastic calculus in relation to number theory and representation theory

書影書影書影
Essays on stochastic calculus in relation to number theory and representation theory
デジタル博士論文障害者向け資料あり
[吉]川, 和宏2015-03-31
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Stochastic calculus of variations for jump processes (De Gruyter studies in mathematics ; volume 54)

Stochastic calculus of variations for jump processes (De Gruyter studies in mathematics ; volume 54)
紙図書
Yasushi Ishikawa.De Gruyter[2013]<MA211-B149>
国立国会図書館全国の図書館
  • 件名Malliavin calculus. Calculus of variations. Jump processes...

書評 Ioannis Karatzas & Steven E. Shreve Brownian Motion and Stochastic Calculus

書評 Ioannis Karatzas & Steven E. Shreve Brownian Motion and Stochastic Calculus
紙記事
塚田 弘志<Z3-203>経済科学 = The Economic science / 名古屋大学大学院経済学研究科 編46(3) 1998.12p.113～116
国立国会図書館全国の図書館

Malliavin calculus applied to mathematical finance and a new formulation of the integration-by-parts (The 8th workshop on stochastic numerics)

Malliavin calculus applied to mathematical finance and a new formulation of the integration-by-parts (The 8th workshop on stochastic numerics)
紙デジタル記事
石川 保志<Z43-1336>数理解析研究所講究録(通号 1620) 2009.1p.67～80
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