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Language: en
Pages: 490
Pages: 490
Type: BOOK - Published: 2014-03-27 - Publisher: Springer
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in
Language: en
Pages: 273
Pages: 273
Type: BOOK - Published: 2016-04-28 - Publisher: Springer
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar
Language: en
Pages: 342
Pages: 342
Type: BOOK - Published: 2008-12-08 - Publisher: John Wiley & Sons
BROWNIAN MOTION CALCULUS Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of financial derivatives. It is inten
Language: en
Pages: 330
Pages: 330
Type: BOOK - Published: 2008-02-17 - Publisher: Springer Science & Business Media
The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the r
Language: en
Pages: 533
Pages: 533
Type: BOOK - Published: 2021-09-07 - Publisher: Walter de Gruyter GmbH & Co KG
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scie