£107.97

Springer Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Price data last checked 117 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the usual price. Wait for it to drop, or tell us your number.

£108 today · usual range £0–£0 · best ever £32

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 377 days • 377 data points (No recent data available)

Historical
Generating forecast...
£124.75 £22.51 £44.81 £67.12 £89.43 £111.74 £134.05 01 February 2025 06 May 2025 08 August 2025 10 November 2025 12 February 2026

Price Distribution

Price distribution over 377 days • 4 price ranges

Days at Price
Current Price
136 days 120 days 2 days 119 days · current 0 34 68 102 136 £32-50 £50-69 £88-106 £106-125 Days at Price

Price Analysis

Most common range: £32-50 (136 days, 36.1%)

Price range: £32 - £125

Price levels: 4 price ranges over 377 days

Description

The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors. The definitions relies on a smoothing procedure of the integrator process, they generalize the usual Itô and Stratonovich integrals for Brownian motion but the integrator could also not be a semimartingale and the integrand is allowed to be anticipating. The resulting calculus requires a simple formalism: nevertheless it entails pathwise techniques even though it takes into account randomness. It allows connecting different types of pathwise and non pathwise integrals such as Young, fractional, Skorohod integrals, enlargement of filtration and rough paths. The covariation, but also high order variations, play a fundamental role in the calculus via regularization, which can also be applied for irregularintegrators. A large class of Gaussian processes, various generalizations of semimartingales such that Dirichlet and weak Dirichlet processes are revisited. Stochastic calculus via regularization has been successfully used in applications, for instance in robust finance and on modeling vortex filaments in turbulence. The book is addressed to PhD students and researchers in stochastic analysis and applications to various fields.

Product Specifications

Format
Paperback
Domain
Amazon UK
Release Date
17 November 2023
Listed Since
21 October 2023

Barcode

No barcode data available

Similar Products You Might Like

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
100% match

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Springer

£85.60 10 Feb 2026
Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
97% match

Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

CRC Press

£84.34 11 Jan 2026
Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)
97% match

Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)

Springer

£62.68 19 Feb 2026
Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
97% match

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Springer

£91.48 09 Feb 2026
A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)
97% match

A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)

Springer

£37.43 14 Feb 2026
A First Course in Stochastic Calculus (Pure and Applied Undergraduate Texts)
97% match

A First Course in Stochastic Calculus (Pure and Applied Undergraduate Texts)

£60.04 05 Feb 2026
Introduction to Stochastic Integration (Modern Birkhäuser Classics)
97% match

Introduction to Stochastic Integration (Modern Birkhäuser Classics)

Birkhauser

£60.16 28 Feb 2026
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
97% match

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Oxford University Press

£59.80 08 Mar 2026
Stochastic Analysis: 3 (Monographs in Mathematical Economics, 3)
97% match

Stochastic Analysis: 3 (Monographs in Mathematical Economics, 3)

Springer

£58.02 13 Apr 2026
Introduction to Stochastic Analysis and Malliavin Calculus
97% match

Introduction to Stochastic Analysis and Malliavin Calculus

Scitus Academics LLC

£62.54 03 Apr 2026
Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5)
97% match

Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5)

Springer

£94.04 08 Jan 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
97% match

Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)

Springer

£99.83 14 Apr 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
97% match

Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)

Springer

£109.97 13 Jan 2026
An Introduction to Stochastic Modeling
97% match

An Introduction to Stochastic Modeling

Academic Press

£73.14 05 Feb 2026
Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)
97% match

Introduction to the Theory of Random Processes (Graduate Studies in Mathematics)

Oxford University Press

£43.50 15 Apr 2026
Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)
97% match

Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)

Princeton University Press

£52.20 26 Feb 2026
Random Walk, Brownian Motion, and Martingales: 292 (Graduate Texts in Mathematics, 292)
97% match

Random Walk, Brownian Motion, and Martingales: 292 (Graduate Texts in Mathematics, 292)

Springer

£50.92 28 Feb 2026
Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)
97% match

Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)

Springer

£129.66 12 Jan 2026
Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)
97% match

Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)

Chapman and Hall/CRC

£140.00 02 Mar 2026
Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)
97% match

Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)

CRC Press

£150.18 22 Jan 2026
Semimartingale Theory and Stochastic Calculus
97% match

Semimartingale Theory and Stochastic Calculus

Routledge

£166.98 12 Jan 2026
Stochastic Calculus in Infinite Dimensions and SPDEs (SpringerBriefs in Mathematics)
97% match

Stochastic Calculus in Infinite Dimensions and SPDEs (SpringerBriefs in Mathematics)

Springer

£42.28 15 Feb 2026
Modeling with Itô Stochastic Differential Equations: 22 (Mathematical Modelling: Theory and Applications, 22)
97% match

Modeling with Itô Stochastic Differential Equations: 22 (Mathematical Modelling: Theory and Applications, 22)

Springer

£75.68 09 Mar 2026
Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)
97% match

Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)

Cambridge University Press

£69.27 12 Dec 2025