Stochastic Integration and Differential Equations: A New Approach by Philip Prot
$ 105.93
Description
Stochastic Integration and Differential Equations by Philip Protter Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery's examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). Publisher Description It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities.Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern treatment of compensators. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emerys examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H-1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL http://www orie.cornell.edu/-protter/books.html. Details ISBN 3540003134 ISBN-13 9783540003137 Title Stochastic Integration and Differential Equations Author Philip Protter Format Hardcover Year 2003 Pages 415 Edition 2nd Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG GE_Item_ID:137758433; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Seller sent me the wrong book, but the book they sent sounded interesting enough for me to keep it. I still contacted the seller and communication was fast and professional. They apologized for sending me the wrong book and said I could return it for a refund. I told them that I liked the book they sent me and wanted to keep it. They were happy. Told them thank you and happy new year. People make mistakes, but the fact that this seller was quick and professional and apologized made a difference.
The two new out-of-print books I ordered were exactly as described and shipped promptly. I did ask the seller's support person (an AI chatbot, I think) to be sure to package the items carefully, and "he" said that he'd make that request of the shipping department. I knew this was hooey, and as I expected, the books were shipped in nothing but a padded paper mailer, no other protection. I got lucky, no damage, but don't bother making special requests of this seller.
Book exactly as described. Seller took a while to ship; had to message to ask about my order after a week (business days), which then prompted them to ship the book. They added a tracking number to ebay that didn't update with postal carrier scans, and messaged an outside-ebay link that I was supposed to track the order through, which wasn't great. But the packaging was fine and I received what I ordered, so it worked out.
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