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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Autor principal: Melnikov, Alexander (Autor)
Autor corporatiu: SpringerLink (Online service)
Format: Electrònic eBook
Idioma:anglès
Publicat: Cham : Springer Nature Switzerland : Imprint: Springer, 2023.
Edició:1st ed. 2023.
Col·lecció:CMS/CAIMS Books in Mathematics, 6
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Accés en línia:https://doi.org/10.1007/978-3-031-25326-3
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