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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| 第一著者: | |
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| 団体著者: | |
| フォーマット: | 電子媒体 eBook |
| 言語: | 英語 |
| 出版事項: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2023.
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| 版: | 1st ed. 2023. |
| シリーズ: | CMS/CAIMS Books in Mathematics,
6 |
| 主題: | |
| オンライン･アクセス: | https://doi.org/10.1007/978-3-031-25326-3 |
| タグ: |
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| 要約: | 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 analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications. |
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| 物理的記述: | 1 online resource (X, 208 p. 3 illus.). 1 illus. in color. |
| ISBN: | 9783031253263 |
| ISSN: | 2730-6518 ; |
| DOI: | 10.1007/978-3-031-25326-3 |