Sabin Lessard
Les rudiments du calcul stochastique [PDF ebook]
Cours et exercices corriges

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Capa do Sabin Lessard: Les rudiments du calcul stochastique (PDF)

Comment intégrer par rapport à un processus stochastique comme le mouvement brownien ? C’est à cette tâche que s’emploie le présent ouvrage.

Dans le premier chapitre, on présente des rappels sur les notions de probabilité, de variable aléatoire, d’espérance ou encore d’espérance conditionnelle… Le chapitre suivant est consacré au mouvement brownien standard, la martingale la plus importante à temps continu et à espace d’état continu. Les formules sont par la suite utilisées pour résoudre des équations différentielles stochastiques, puis appliquées à la finance et à d’autres domaines.L’ouvrage se conclut par une trentaine de pages de corrigés d’exercices détaillés.

Cet ouvrage s’adresse aux étudiants de master en mathématiques, finance mathématique ou statistique.

€36.03

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Língua Francês ● Formato PDF ● Páginas 168 ● ISBN 9782340079052 ● Editora ELLIPSES ● Publicado 2023 ● Carregável 3 vezes ● Moeda EUR ● ID 9588969 ● Proteção contra cópia Adobe DRM

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