000			01638nam a2200217 4500
005			20250409140232.0
008			250409b |||||||| |||| 00| 0 eng d
020			_a9783031631924
037			_cTextual
040			_aRTL _cRTL
084			_aB281 R4 _qRTL
100			_aPascucci, Andrea _9428382
245			_aProbability Theory II: Stochastic Calculas
260			_aVerlag _bSpringer _c2024
300			_axii, 426 p. _bIncludes bibliographical references and index
520			_aThis book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, the theory of Markov processes and martingales is introduced, with a focus on Brownian motion and the Poisson process. Subsequently, the theory of stochastic integration for continuous semimartingales was developed. A substantial portion is dedicated to stochastic differential equations, the main results of solvability and uniqueness in weak and strong sense, linear stochastic equations, and their relation to deterministic partial differential equations. Each chapter is accompanied by numerous examples. This text stems from over twenty years of teaching experience in stochastic processes and calculus within master's degrees in mathematics, quantitative finance, and postgraduate courses in mathematics for applications and mathematical finance at the University of Bologna.
650			_aStochastic differential equations _9752016
650			_aBrownian motion
650			_aMarkov process _9752017
942			_2CC _n0 _cTB _hB281 R4
999			_c1308600 _d1308600