Shopping Cart
0 Item in Cart

A Modern Theory of Random Variation With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration
Click for related books: Patrick Muldowney

Rating  
(80 Ratings)

Retail Price: 8124.00/-
Price: 7312.00/-
Inclusive all taxes
10.00% OFF
Sold By: Store4Advocate

Offer 1: Get 10.00% + Flat ₹ 50 discount on shopping of ₹ 1500
                use code:
MPSTK50

Offer 2: Get 10.00% + Flat ₹ 150 discount on shopping of
                ₹ 5000 use code:
MPSTK150

Free Shipping (for orders above ₹ 499)  *T&C apply.

Out of Stock Click For New Edition




Need Help!! Click Here
Description

A ground–breaking and practical treatment of probability and stochastic processes A Modern Theory of Random Variation is a new and radical re–formulation of the mathematical underpinnings of subjects as diverse as investment, communication engineering, and quantum mechanics. Setting aside the classical theory of probability measure spaces, the book utilizes a mathematically rigorous version of the theory of random variation that bases itself exclusively on finitely additive probability distribution functions. In place of twentieth century Lebesgue integration and measure theory, the author uses the simpler concept of Riemann sums, and the non–absolute Riemann–type integration of Henstock. Readers are supplied with an accessible approach to standard elements of probability theory such as the central limmit theorem and Brownian motion as well as remarkable, new results on Feynman diagrams and stochastic integrals. Throughout the book, detailed numerical demonstrations accompany the discussions of abstract mathematical theory, from the simplest elements of the subject to the most complex. In addition, an array of numerical examples and vivid illustrations showcase how the presented methods and applications can be undertaken at various levels of complexity. A Modern Theory of Random Variation is a suitable book for courses on mathematical analysis, probability theory, and mathematical finance at the upper–undergraduate and graduate levels. The book is also an indispensible resource for researchers and practitioners who are seeking new concepts, techniques and methodologies in data analysis, numerical calculation, and financial asset valuation. Patrick Muldowney, PhD, served as lecturer at the Magee Business School of the UNiversity of Ulster for over twenty years. Dr. Muldowney has published extensively in his areas of research, including integration theory, financial mathematics, and random variation.

More Details About A Modern Theory of Random Variation With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration
General Information
Author(s)Patrick Muldowney
PublisherWiley
ISBN9781118166406
Pages512
BindingHardcover
LanguageEnglish
Publish YearJanuary 2012
Reviews of A Modern Theory of Random Variation With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration
Average Rating

Write A Review

TOP REVIEWS


Top Reviews lists the most relevant product reviews only.


RECENT TOP REVIEWS