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1. |
Record Nr. |
UNISA996418198903316 |
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Autore |
Kusuoka Shigeo |
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Titolo |
Stochastic analysis / / Shigeo Kusuoka |
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Pubbl/distr/stampa |
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Singapore : , : Springer, , [2020] |
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©2020 |
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ISBN |
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Edizione |
[1st ed. 2020.] |
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Descrizione fisica |
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1 online resource (XII, 218 p. 1 illus.) |
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Collana |
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Monographs in Mathematical Economics, , 2364-8287 ; ; Volume 3 |
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Disciplina |
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Soggetti |
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Stochastic analysis |
Business mathematics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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Chapter 1. Preparations from probability theory -- Chapter 2. Martingale with discrete parameter -- Chapter 3. Martingale with continuous parameter -- Chapter 4. Stochastic integral -- Chapter 5. Applications of stochastic integral -- Chapter 6. Stochastic differential equation -- Chapter 7. Application to finance -- Chapter 8. Appendices -- References. |
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Sommario/riassunto |
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This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions. In the final chapter, applications to mathematical finance are given. The preliminary knowledge needed by the reader is linear algebra and measure theory. Rigorous proofs are provided for theorems, propositions, and lemmas. In this book, the definition of conditional expectations is slightly different than what is usually found in other textbooks. For the Doob–Meyer decomposition theorem, only square integrable submartingales are considered, and only elementary facts of the square integrable functions are used in the proof. In stochastic differential equations, the Euler–Maruyama approximation is |
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used mainly to prove the uniqueness of martingale problems and the smoothness of solutions of stochastic differential equations. . |
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2. |
Record Nr. |
UNINA9910135954703321 |
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Titolo |
Community-making in early Stuart theatres : stage and audience / / edited by Roger D. Sell, Anthony W. Johnson, Helen Wilcox |
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Pubbl/distr/stampa |
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London : , : Routledge, , 2016 |
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ISBN |
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1-317-16329-X |
1-315-57301-6 |
1-317-16330-3 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (450 pages) : illustrations |
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Disciplina |
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Soggetti |
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Theater audiences - England - History - 17th century |
Theater and society - England - History - 17th century |
Theater - England - History - 17th century |
Theater - Political aspects - England - History - 17th century |
English drama - 17th century - History and criticism |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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pt. 1. Period trends -- pt. 2. Individual playwrights. |
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Sommario/riassunto |
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Twenty-two leading experts on early modern drama collaborate in this volume to explore three closely interconnected research questions. To what extent did playwrights represent dramatis personae in their entertainments as forming, or failing to form, communal groupings? How far were theatrical productions likely to weld, or separate, different communal groupings within their target audiences? And how might such bondings or oppositions among spectators have tallied with the community-making or -breaking on stage? Chapters in Part One respond to one or more of these questions by reassessing general period trends in censorship, theatre attendance, forms of patronage, playwrights' professional and linguistic networks, their use of music, and their handling of ethical controversies. In Part Two, responses arise |
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from detailed re-examinations of particular plays by Shakespeare, Chapman, Jonson, Beaumont and Fletcher, Cary, Webster, Middleton, Massinger, Ford, and Shirley. Both Parts cover a full range of early-Stuart theatre settings, from the public and popular to the more private circumstances of hall playhouses, court masques, women's drama, country-house theatricals, and school plays. And one overall finding is that, although playwrights frequently staged or alluded to communal conflict, they seldom exacerbated such divisiveness within their audience. Rather, they tended toward more tactful modes of address (sometimes even acknowledging their own ideological uncertainties) so that, at least for the duration of a play, their audiences could be a community within which internal rifts were openly brought into dialogue. |
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