£58.02

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

Price data last checked 58 day(s) ago - refreshing...

View at Amazon

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

It has never been this cheap. We have no record of a lower price.

£58 today · cheaper than every other day in the last 3 months

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 33 days • 33 data points (No recent data available)

Historical
Generating forecast...
£58.02 £55.12 £56.28 £57.44 £58.60 £59.76 £60.92 12 March 2026 20 March 2026 28 March 2026 05 April 2026 13 April 2026

Price Distribution

Price distribution over 33 days • 1 price levels

Days at Price
33 days 0 8 17 25 33 £58 Days at Price

Price Analysis

Most common price: £58 (33 days, 100.0%)

Price range: £58 - £58

Price levels: 1 different prices over 33 days

Description

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 ofthe square integrable functions are used in the proof. In stochastic differential equations, the Euler–Maruyama approximation is used mainly to prove the uniqueness of martingale problems and the smoothness of solutions of stochastic differential equations.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
21 October 2021
Listed Since
23 September 2021

Barcode

No barcode data available

Similar Products You Might Like

Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
98% match

Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)

Birkhauser

£109.99 28 Jan 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
98% match

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

Springer

£109.97 13 Jan 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
98% match

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

Springer

£99.83 14 Apr 2026
Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)
98% match

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

Springer

£129.66 12 Jan 2026
Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5)
98% match

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

Springer

£94.04 08 Jan 2026
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
98% match

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

Oxford University Press

£59.80 08 Mar 2026
Set-Indexed Martingales - Chapman & Hall/CRC Monographs
98% match

Set-Indexed Martingales - Chapman & Hall/CRC Monographs

Chapman and Hall/CRC

£125.00 26 Mar 2026
Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
98% match

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

CRC Press

£84.34 11 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
Continuous Stochastic Calculus with Applications to Finance
97% match

Continuous Stochastic Calculus with Applications to Finance

CRC Press

£60.89 08 Apr 2026
Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics, 113)
97% match

Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics, 113)

Springer

£39.95 12 Jan 2026
Stochastic Integration and Differential Equations: 21 (Stochastic Modelling and Applied Probability, 21)
97% match

Stochastic Integration and Differential Equations: 21 (Stochastic Modelling and Applied Probability, 21)

Springer

£88.57 25 Jan 2026
Stochastic Integration and Differential Equations: Version 2.1 (Stochastic Modelling and Applied Probability, 21)
97% match

Stochastic Integration and Differential Equations: Version 2.1 (Stochastic Modelling and Applied Probability, 21)

Springer

£90.93 07 Jan 2026
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
97% match

Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)

Springer

£47.45 14 Jan 2026
Semimartingale Theory and Stochastic Calculus
97% match

Semimartingale Theory and Stochastic Calculus

Routledge

£166.98 12 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 Differential Equations and Diffusion Processes
97% match

Stochastic Differential Equations and Diffusion Processes

£43.99 08 Jan 2026
Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
97% match

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

Springer

£107.97 12 Feb 2026
Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
97% match

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

Springer

£85.60 10 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
An Introduction to Stochastic Modeling
97% match

An Introduction to Stochastic Modeling

Academic Press

£73.14 05 Feb 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
Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
97% match

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Brand: Amer Mathematical Society

£47.50 16 Feb 2026
Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance
97% match

Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance

Elsevier

£65.39 24 Feb 2026