A Course of Stochastic Analysis - Couverture souple

Melnikov, Alexander

Couverture souple

ISBN 10 : 3031253272 ISBN 13 : 9783031253270

Editeur : Springer, 2023

Synopsis

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2023
• Langue: anglais
• ISBN 10: 3031253272
• ISBN 13: 9783031253270
• Reliure: Broché
• Coordonnées du fabricant: KINESIS; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; 22391; Allemagne