Probability Theory II Stochastic Calculus /

This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, the theory of Markov processes and martingales is introduced, with a focus on Brownian motion an...

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Bibliographic Details

Main Author:	Pascucci, Andrea (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer Nature Switzerland : Imprint: Springer, 2024.
Edition:	1st ed. 2024.
Series:	La Matematica per il 3+2, 166
Subjects:	Probabilities. Social sciences > Mathematics. Probability Theory. Mathematics in Business, Economics and Finance.
Online Access:	https://doi.org/10.1007/978-3-031-63193-1
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