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Noncausal Stochastic Calculus book cover by Shigeyoshi Ogawa
Hardcover

Noncausal Stochastic Calculus

by Shigeyoshi Ogawa

$96.79 / copy at 25+ copies As low as $94.59 at 100+Your best volume price

Total $2,419.75

Hardcover · 210 pages Springer Japan · 2017

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Hardcover
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About the book

Noncausal Stochastic Calculus

This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale.

The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979.

After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but also its growing possibility as a tool for modeling and analysis in every domain of mathematical sciences. The reader may find there many open problems as well.


The book, Noncausal Stochastic Calculus [Bulk, Wholesale, Quantity] ISBN#9784431565741 in Hardcover by Shigeyoshi Ogawa may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.

Details

Publisher
Springer Japan
Author
Shigeyoshi Ogawa
Format
Hardcover
Published
Aug 4, 2017
ISBN-13
9784431565741
Pages
210
Printing
Printed on demand
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