|  | Muldowney, Patrick
A Modern Theory of Random Variation
With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration
 1. Auflage November 2012
99,90 Euro
2012. 544 Seiten, Hardcover
ISBN 978-1-118-16640-6 - John Wiley & Sons
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| Kurzbeschreibung
With a rigorous theorem-proof approach to stochastic models for financial mathematics as well as a unique focus on Feynman path integration, this book presents the theory of random processes and has applications in numerous areas including applied mathematics and statistics, finance, communication engineering, quantum mechanics, and physics. The coverage presents a new framework in which the Feynman path integrals are actual integrals that are used to express Feynman diagrams as a convergent series of integrals. It functions a reference and self-study for financial and business investment professionals as well as a graduate text.
Aus dem Inhalt
Preface xi
Symbols xiii
1 Prologue 1
2 Introduction 37
3 Infinite-Dimensional Integration 83
4 Theory of the Integral 111
5 Random Variability 183
6 Gaussian Integrals 257
7 Brownian Motion 305
8 Stochastic Integration 383
9 Numerical Calculation 447
A Epilogue 491
Bibliography 505
Index 521
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