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A Course of Stochastic Analysis

Parámetros

  • 220 páginas
  • 8 horas de lectura

Más información sobre el libro

Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to present contemporary methods and results in a concise, self-contained manner, making it suitable as a textbook for senior undergraduate and graduate courses. Designed for students, instructors, and specialists, it serves as a comprehensive resource for understanding stochastic analysis and its practical implications in various fields.

Publicación

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A Course of Stochastic Analysis, Alexander Melnikov

Idioma
Publicado en
2023
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