A Course of Stochastic Analysis

The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic a...

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Bibliographic Details
Main Author: Melnikov, Alexander (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer Nature Switzerland : Imprint: Springer, 2023.
Edition:1st ed. 2023.
Series:CMS/CAIMS Books in Mathematics, 6
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Online Access:https://doi.org/10.1007/978-3-031-25326-3
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https://doi.org/10.1007/978-3-031-25326-3