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1. |
Record Nr. |
UNINA9910828068103321 |
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Autore |
Applebaum David <1956-> |
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Titolo |
Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]] |
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Pubbl/distr/stampa |
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Cambridge : , : Cambridge University Press, , 2004 |
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ISBN |
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1-107-14887-1 |
1-280-54040-0 |
9786610540402 |
0-511-21477-4 |
0-511-21656-4 |
0-511-21119-8 |
0-511-31534-1 |
0-511-75532-5 |
0-511-21296-8 |
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Descrizione fisica |
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1 online resource (xxiv, 384 pages) : digital, PDF file(s) |
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Collana |
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Cambridge studies in advanced mathematics ; ; 93 |
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Disciplina |
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Soggetti |
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Lévy processes |
Stochastic analysis |
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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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Note generali |
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Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
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Nota di bibliografia |
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Includes bibliographical references (p. 360-374) and indexes. |
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Nota di contenuto |
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Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index |
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Sommario/riassunto |
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Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. For the first time in a book, Applebaum ties the two subjects together. He begins with an introduction to the general theory of Lévy processes. The second part develops the stochastic calculus for Lévy processes in a direct and accessible way. En route, the reader is introduced to |
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important concepts in modern probability theory, such as martingales, semimartingales, Markov and Feller processes, semigroups and generators, and the theory of Dirichlet forms. There is a careful development of stochastic integrals and stochastic differential equations driven by Lévy processes. The book introduces all the tools that are needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem. |
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2. |
Record Nr. |
UNINA9910964232103321 |
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Titolo |
Thinking with Irigaray / / edited by Mary C. Rawlinson, Sabrina L. Hom, Serene J. Khader |
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Pubbl/distr/stampa |
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Albany, : State University of New York Press, c2011 |
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ISBN |
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Descrizione fisica |
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1 online resource (313 p.) |
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Collana |
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SUNY series in gender theory |
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Altri autori (Persone) |
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HomSabrina L |
KhaderSerene J |
RawlinsonMary C |
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Disciplina |
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Soggetti |
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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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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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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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Front Matter -- Contents -- The Work of Sexual Difference -- Alternatives to Masculine Genealogies -- Orestes with Oedipus -- Beyond the Madonna -- Animality and Descent -- Overcoming Binary Oppositions -- Beyond the Vertical and the Horizontal -- Space and Irigaray’s Theory of Sexual Difference -- Can Luce Irigaray’s Notion of Sexual Difference Be Applied to Transsexual and Transgender Narratives? -- The Ethical Irigaray -- The Incomplete Masculine -- A Bridge Between Three Forever Irreducible to Each Other(s) -- Women and Interiority -- Sexuality on the Market -- Fishing and Thinking, or An Interiority of My Own -- Autonomy and Divinity -- Women as Political Agents -- Antigone Falters -- Antigone’s Exemplarity -- |
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Sommario/riassunto |
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Thinking with Irigaray takes up Irigaray's challenge to think beyond the androcentric, one-subject culture, identifying much that is useful and illuminative in Irigaray's work while also questioning some of her assumptions and claims. Some contributors reject outright her prescriptions for changing our culture, others suggest that her prescriptions are inconsistent with the basic ethical concerns of her project, and still others attempt to identify blind spots in her work. By confronting and challenging the mechanisms of masculine domination Irigaray has identified and applying these insights to a wide range of practical and contemporary concerns, including popular media representations of women's sexuality, feminist practice in the arts, political resistance, and yoga, the contributors demonstrate the unique potential of Irigaray's thought within feminist philosophy and gender studies. |
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