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Language: en
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Pages: 282
Type: BOOK - Published: 2016-04-28 - Publisher: Springer
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar
Language: en
Pages: 490
Pages: 490
Type: BOOK - Published: 2014-03-27 - Publisher: Springer
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in
Language: en
Pages: 608
Pages: 608
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
"This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems con
Language: en
Pages: 424
Pages: 424
Type: BOOK - Published: 2014-06-18 - Publisher: Walter de Gruyter GmbH & Co KG
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes,
Language: en
Pages: 303
Pages: 303
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
