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Stochastic Analysis

Parámetros

  • 232 páginas
  • 9 horas de lectura

Más información sobre el libro

Focused on advanced concepts in probability theory and mathematical finance, this book reviews essential results before delving into discrete and continuous martingales, stochastic integrations, and differential equations influenced by Brownian motion. It culminates in practical applications within mathematical finance, catering to university seniors and graduate students. The text emphasizes rigorous proofs for theorems and propositions, requiring readers to have a foundational understanding of linear algebra and measure theory.

Publicación

Compra de libros

Stochastic Analysis, Shigeo Kusuoka

Idioma
Publicado en
2021
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